-22.3%
MOH vs GAP
+8.7%
-31.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.8% |
| 7D | +1.7% | -4.1% | +5.8% | +1.9% |
| 30D | -0.9% | +6.2% | -7.1% | -1.2% |
| 3M | +5.7% | -0.7% | +6.4% | +5.6% |
| 6M | +39.1% | -7.1% | +46.2% | +39.2% |
| YTD | +17.7% | -14.1% | +31.8% | +18.0% |
| 1Y | +8.4% | -8.5% | +16.9% | +8.2% |
| 3Y | -36.6% | +115.4% | -151.9% | -41.5% |
| All | -22.3% | +8.7% | -31.1% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling