+261.9%
MOH vs M
-3.0%
+264.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.7% | -5.7% | +1.3% |
| 7D | +1.7% | -4.2% | +5.9% | +2.1% |
| 30D | -0.9% | -7.2% | +6.3% | -0.3% |
| 3M | +5.7% | -11.1% | +16.9% | +6.7% |
| 6M | +39.1% | +28.8% | +10.3% | +35.4% |
| YTD | +17.7% | +2.0% | +15.6% | +16.7% |
| 1Y | +8.4% | +31.3% | -22.9% | +4.6% |
| 3Y | -36.6% | +119.1% | -155.6% | -43.7% |
| 5Y | -19.1% | +29.7% | -48.7% | -26.7% |
| All | +261.9% | -3.0% | +264.9% | +188.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling