-33.0%
MOH vs RACE
+62.4%
-95.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.6% |
| 7D | -3.1% | -4.0% | +0.9% | -2.6% |
| 30D | +0.2% | +3.5% | -3.4% | -0.2% |
| 3M | +1.8% | -0.4% | +2.3% | +1.9% |
| 6M | +9.5% | +23.2% | -13.6% | +6.7% |
| YTD | +20.9% | +11.0% | +9.9% | +18.8% |
| 1Y | +48.8% | -2.2% | +51.0% | +48.8% |
| 3Y | -41.4% | +22.5% | -63.9% | -45.0% |
| 5Y | -33.0% | +63.2% | -96.2% | -41.6% |
| All | -33.0% | +62.4% | -95.4% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling