+302.4%
MOH vs FTV
+87.0%
+215.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -4.2% | -1.3% | -2.9% | -3.7% |
| 30D | -2.4% | -9.5% | +7.1% | +1.2% |
| 3M | -4.4% | -10.9% | +6.5% | -0.6% |
| 6M | +32.9% | -0.6% | +33.6% | +32.4% |
| YTD | +11.9% | +1.4% | +10.4% | +10.0% |
| 1Y | +6.9% | +17.6% | -10.7% | -0.8% |
| 3Y | -39.4% | -3.3% | -36.2% | -41.0% |
| 5Y | -25.0% | -0.1% | -24.8% | -29.3% |
| 10Y | +244.9% | +82.5% | +162.4% | +162.7% |
| All | +302.4% | +87.0% | +215.4% | +205.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling