+201.0%
MOH vs RACE
+647.6%
-446.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | +0.4% | -2.5% | +2.9% | +1.0% |
| 30D | +2.9% | +0.8% | +2.1% | +2.6% |
| 3M | +4.1% | +17.2% | -13.0% | -0.1% |
| 6M | +33.8% | +13.6% | +20.2% | +28.9% |
| YTD | +15.7% | +12.2% | +3.5% | +11.3% |
| 1Y | +17.5% | -16.3% | +33.8% | +21.2% |
| 3Y | -35.3% | +36.4% | -71.8% | -43.6% |
| 5Y | -26.9% | +95.0% | -121.9% | -44.2% |
| 10Y | +262.9% | +813.2% | -550.3% | +79.8% |
| All | +201.0% | +647.6% | -446.6% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling