-20.6%
MOH vs M
+13.6%
-34.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.7% | +7.9% | +3.4% |
| 7D | -1.3% | -8.8% | +7.5% | -0.9% |
| 30D | +3.0% | -16.4% | +19.3% | +3.8% |
| 3M | +1.2% | -10.8% | +12.0% | +1.7% |
| 6M | +41.7% | +16.1% | +25.6% | +40.4% |
| YTD | +15.4% | -5.3% | +20.7% | +15.3% |
| 1Y | +11.8% | +24.9% | -13.1% | +9.9% |
| 3Y | -37.5% | +97.5% | -135.1% | -41.6% |
| 5Y | -20.6% | +20.4% | -41.0% | -23.8% |
| All | -20.6% | +13.6% | -34.3% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling