+1,356.0%
MOH vs GAP
+102.7%
+1,253.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.4% |
| 7D | -4.2% | -3.2% | -1.0% | -3.7% |
| 30D | -2.4% | -0.7% | -1.7% | -2.5% |
| 3M | -4.4% | -0.5% | -3.9% | -4.7% |
| 6M | +32.9% | -5.0% | +37.9% | +32.8% |
| YTD | +11.9% | -14.7% | +26.5% | +13.1% |
| 1Y | +6.9% | -8.6% | +15.6% | +6.3% |
| 3Y | -39.4% | +108.4% | -147.8% | -51.8% |
| 5Y | -25.0% | +5.8% | -30.7% | -35.5% |
| 10Y | +244.9% | +29.6% | +215.2% | +138.1% |
| All | +1,356.0% | +102.7% | +1,253.3% | +713.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling