-36.6%
MOH vs NTRS
+168.2%
-204.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +2.0% |
| 7D | +1.7% | +1.4% | +0.3% | +1.7% |
| 30D | -0.9% | -0.7% | -0.2% | -0.9% |
| 3M | +5.7% | +11.3% | -5.6% | +5.7% |
| 6M | +39.1% | +35.5% | +3.6% | +39.0% |
| YTD | +17.7% | +40.6% | -22.9% | +17.3% |
| 1Y | +8.4% | +49.2% | -40.8% | +8.0% |
| 3Y | -36.6% | +167.2% | -203.8% | -37.9% |
| All | -36.6% | +168.2% | -204.7% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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