-36.6%
MOH vs GFI
+287.6%
-324.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.2% | +1.9% |
| 7D | +1.7% | -4.9% | +6.6% | +1.5% |
| 30D | -0.9% | +10.7% | -11.6% | -0.4% |
| 3M | +5.7% | +25.6% | -19.9% | +6.8% |
| 6M | +39.1% | -8.3% | +47.4% | +38.8% |
| YTD | +17.7% | +6.3% | +11.4% | +18.8% |
| 1Y | +8.4% | +22.1% | -13.7% | +10.3% |
| 3Y | -36.6% | +289.2% | -325.8% | -32.3% |
| All | -36.6% | +287.6% | -324.2% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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