-20.6%
MOH vs REPL
-58.5%
+37.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -8.4% | +11.5% | +3.2% |
| 7D | -1.3% | -13.4% | +12.1% | -1.2% |
| 30D | +3.0% | -3.0% | +6.0% | +3.0% |
| 3M | +1.2% | +56.3% | -55.1% | +0.7% |
| 6M | +41.7% | +60.9% | -19.2% | +39.9% |
| YTD | +15.4% | +36.2% | -20.8% | +14.2% |
| 1Y | +11.8% | +121.0% | -109.2% | +9.0% |
| 3Y | -37.5% | -32.8% | -4.7% | -38.7% |
| 5Y | -20.6% | -58.7% | +38.0% | -18.4% |
| All | -20.6% | -58.5% | +37.8% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling