+1,372.3%
MOH vs RL
+1,681.4%
-309.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -3.3% | +1.9% | -5.2% | -3.8% |
| 30D | -0.1% | -12.2% | +12.1% | +3.1% |
| 3M | -1.1% | -6.6% | +5.6% | +0.3% |
| 6M | +35.9% | +3.2% | +32.7% | +33.5% |
| YTD | +13.1% | -1.3% | +14.4% | +11.9% |
| 1Y | +11.8% | +13.6% | -1.8% | +6.6% |
| 3Y | -38.7% | +210.9% | -249.6% | -57.1% |
| 5Y | -25.1% | +246.9% | -272.0% | -51.2% |
| 10Y | +243.8% | +310.1% | -66.2% | +92.7% |
| All | +1,372.3% | +1,681.4% | -309.1% | +453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling