+1,431.7%
MOH vs NYT
+96.0%
+1,335.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +1.7% | -0.6% | +2.3% | +1.9% |
| 30D | -0.9% | +4.6% | -5.5% | -2.0% |
| 3M | +5.7% | -9.6% | +15.3% | +7.8% |
| 6M | +39.1% | -14.0% | +53.1% | +43.3% |
| YTD | +17.7% | -2.8% | +20.5% | +17.4% |
| 1Y | +8.4% | +15.6% | -7.2% | +3.1% |
| 3Y | -36.6% | +56.3% | -92.9% | -45.5% |
| 5Y | -19.1% | +39.5% | -58.6% | -30.3% |
| 10Y | +262.8% | +488.0% | -225.2% | +99.0% |
| All | +1,431.7% | +96.0% | +1,335.7% | +797.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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