-36.6%
MOH vs RNG
+119.8%
-156.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.0% |
| 7D | +1.7% | -6.1% | +7.8% | +1.9% |
| 30D | -0.9% | +9.6% | -10.5% | -1.1% |
| 3M | +5.7% | +83.3% | -77.6% | +3.9% |
| 6M | +39.1% | +77.9% | -38.8% | +36.4% |
| YTD | +17.7% | +139.9% | -122.2% | +13.4% |
| 1Y | +8.4% | +121.7% | -113.3% | +4.9% |
| 3Y | -36.6% | +121.9% | -158.4% | -37.0% |
| All | -36.6% | +119.8% | -156.3% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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