+1,372.3%
MOH vs M
+136.4%
+1,235.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.8% |
| 7D | -3.3% | +2.4% | -5.7% | -3.7% |
| 30D | -0.1% | -11.6% | +11.5% | +2.0% |
| 3M | -1.1% | +1.6% | -2.7% | -1.7% |
| 6M | +35.9% | +25.2% | +10.7% | +29.9% |
| YTD | +13.1% | +3.8% | +9.4% | +11.0% |
| 1Y | +11.8% | +36.3% | -24.5% | +4.2% |
| 3Y | -38.7% | +116.3% | -155.1% | -50.3% |
| 5Y | -25.1% | +28.2% | -53.3% | -37.6% |
| 10Y | +243.8% | -3.4% | +247.2% | +157.2% |
| All | +1,372.3% | +136.4% | +1,235.9% | +606.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling