+214.0%
MOH vs RACE
+649.8%
-435.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +0.2% | -1.2% | +1.4% | +0.5% |
| 30D | +0.1% | +6.1% | -6.0% | -1.2% |
| 3M | +1.8% | -0.3% | +2.1% | +1.9% |
| 6M | +9.1% | +23.4% | -14.3% | +3.4% |
| YTD | +20.7% | +12.5% | +8.2% | +16.1% |
| 1Y | +51.3% | -0.5% | +51.7% | +50.0% |
| 3Y | -42.0% | +23.6% | -65.6% | -47.8% |
| 5Y | -33.1% | +65.4% | -98.6% | -46.0% |
| 10Y | +340.8% | +715.5% | -374.7% | +124.2% |
| All | +214.0% | +649.8% | -435.7% | +45.0% |
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