-36.6%
MOH vs FWONK
+44.6%
-81.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -0.9% | -7.7% | +6.9% | -0.4% |
| 3M | +5.7% | +5.7% | 0.0% | +5.5% |
| 6M | +39.1% | +13.5% | +25.7% | +38.1% |
| YTD | +17.7% | -3.0% | +20.6% | +17.3% |
| 1Y | +8.4% | -6.4% | +14.8% | +8.1% |
| 3Y | -36.6% | +43.8% | -80.4% | -37.2% |
| All | -36.6% | +44.6% | -81.2% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 3y: compounded portfolio wealth divided by compounded FWONK 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…
3y analysis · Full analysis span regression · 6 months rolling