+261.9%
MOH vs PSLV
+190.6%
+71.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +1.7% | -3.5% | +5.2% | +1.9% |
| 30D | -0.9% | -2.1% | +1.3% | -0.9% |
| 3M | +5.7% | -1.6% | +7.4% | +5.6% |
| 6M | +39.1% | -25.5% | +64.6% | +41.1% |
| YTD | +17.7% | -11.4% | +29.1% | +17.4% |
| 1Y | +8.4% | +48.6% | -40.2% | +3.3% |
| 3Y | -36.6% | +166.9% | -203.4% | -44.3% |
| 5Y | -19.1% | +152.4% | -171.5% | -29.0% |
| All | +261.9% | +190.6% | +71.3% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling