-20.6%
MOH vs RL
+223.8%
-244.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | -1.3% | -2.2% | +0.9% | -1.1% |
| 30D | +3.0% | -15.3% | +18.3% | +4.1% |
| 3M | +1.2% | -10.3% | +11.6% | +1.9% |
| 6M | +41.7% | -2.2% | +44.0% | +41.7% |
| YTD | +15.4% | -4.3% | +19.7% | +15.4% |
| 1Y | +11.8% | +8.9% | +2.9% | +10.6% |
| 3Y | -37.5% | +201.4% | -238.9% | -46.7% |
| 5Y | -20.6% | +230.6% | -251.2% | -34.2% |
| All | -20.6% | +223.8% | -244.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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