+49.3%
MOH vs M
+36.6%
+12.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +7.6% | +1.3% | +8.5% |
| 7D | +14.3% | +8.3% | +6.0% | +13.8% |
| 30D | +16.7% | +14.2% | +2.5% | +16.0% |
| 3M | +18.3% | -1.1% | +19.4% | +17.8% |
| 6M | +15.8% | +36.6% | -20.8% | +15.9% |
| YTD | +30.5% | +19.8% | +10.7% | +30.1% |
| 1Y | +49.3% | +37.2% | +12.1% | +45.4% |
| All | +49.3% | +36.6% | +12.7% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling