+1,431.7%
MOH vs NTRS
+683.3%
+748.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.6% |
| 7D | +1.7% | +1.4% | +0.3% | +1.3% |
| 30D | -0.9% | -0.7% | -0.2% | -0.7% |
| 3M | +5.7% | +11.3% | -5.6% | +1.9% |
| 6M | +39.1% | +35.5% | +3.6% | +25.4% |
| YTD | +17.7% | +40.6% | -22.9% | +4.1% |
| 1Y | +8.4% | +49.2% | -40.8% | -6.0% |
| 3Y | -36.6% | +167.2% | -203.8% | -56.7% |
| 5Y | -19.1% | +94.9% | -114.0% | -40.3% |
| 10Y | +262.8% | +259.5% | +3.4% | +103.3% |
| All | +1,431.7% | +683.3% | +748.5% | +522.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling