+84.9%
MOH vs REPL
-7.7%
+92.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.2% |
| 7D | -3.3% | -5.7% | +2.4% | -3.2% |
| 30D | -0.1% | +22.5% | -22.5% | -0.6% |
| 3M | -1.1% | +64.7% | -65.7% | -3.4% |
| 6M | +35.9% | +83.0% | -47.1% | +28.6% |
| YTD | +13.1% | +52.0% | -38.8% | +7.5% |
| 1Y | +11.8% | +144.5% | -132.7% | +2.1% |
| 3Y | -38.7% | -25.1% | -13.7% | -45.6% |
| 5Y | -25.1% | -52.9% | +27.8% | -32.4% |
| All | +84.9% | -7.7% | +92.6% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling