+161.8%
MOH vs NTR
+97.9%
+63.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.1% |
| 7D | +1.7% | -1.3% | +3.0% | +2.0% |
| 30D | -0.9% | +16.8% | -17.7% | -4.8% |
| 3M | +5.7% | +20.7% | -15.0% | +0.5% |
| 6M | +39.1% | +0.5% | +38.6% | +38.0% |
| YTD | +17.7% | +29.2% | -11.5% | +9.3% |
| 1Y | +8.4% | +39.6% | -31.2% | -1.7% |
| 3Y | -36.6% | +37.9% | -74.4% | -43.4% |
| 5Y | -19.1% | +47.1% | -66.1% | -35.6% |
| All | +161.8% | +97.9% | +63.9% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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