-36.6%
MOH vs GAP
+109.5%
-146.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.9% |
| 7D | +1.7% | -4.1% | +5.8% | +1.8% |
| 30D | -0.9% | +6.2% | -7.1% | -1.0% |
| 3M | +5.7% | -0.7% | +6.4% | +5.6% |
| 6M | +39.1% | -7.1% | +46.2% | +39.1% |
| YTD | +17.7% | -14.1% | +31.8% | +17.7% |
| 1Y | +8.4% | -8.5% | +16.9% | +8.4% |
| 3Y | -36.6% | +115.4% | -151.9% | -35.6% |
| All | -36.6% | +109.5% | -146.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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