-36.6%
MOH vs M
+112.2%
-148.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.7% | -5.7% | +1.8% |
| 7D | +1.7% | -4.2% | +5.9% | +1.8% |
| 30D | -0.9% | -7.2% | +6.3% | -0.8% |
| 3M | +5.7% | -11.1% | +16.9% | +5.9% |
| 6M | +39.1% | +28.8% | +10.3% | +38.7% |
| YTD | +17.7% | +2.0% | +15.6% | +17.6% |
| 1Y | +8.4% | +31.3% | -22.9% | +7.7% |
| 3Y | -36.6% | +119.1% | -155.6% | -35.2% |
| All | -36.6% | +112.2% | -148.8% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling