+11.8%
MOH vs RACE
-13.6%
+25.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.1% |
| 7D | -1.3% | -2.2% | +0.9% | -1.2% |
| 30D | +3.0% | -0.4% | +3.3% | +2.9% |
| 3M | +1.2% | +17.9% | -16.7% | +0.2% |
| 6M | +41.7% | +19.3% | +22.4% | +40.3% |
| YTD | +15.4% | +11.9% | +3.6% | +14.6% |
| 1Y | +11.8% | -12.7% | +24.5% | +14.7% |
| All | +11.8% | -13.6% | +25.4% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling