-36.6%
MOH vs REPL
-34.7%
-1.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.0% |
| 7D | +1.7% | -14.1% | +15.8% | +1.7% |
| 30D | -0.9% | -15.2% | +14.3% | -0.9% |
| 3M | +5.7% | +49.9% | -44.2% | +6.0% |
| 6M | +39.1% | +63.5% | -24.4% | +39.8% |
| YTD | +17.7% | +32.9% | -15.2% | +18.4% |
| 1Y | +8.4% | +115.0% | -106.6% | +8.8% |
| 3Y | -36.6% | -34.7% | -1.9% | -43.3% |
| All | -36.6% | -34.7% | -1.8% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling