-22.3%
MOH vs RVTY
-33.1%
+10.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.5% |
| 7D | +1.7% | -4.5% | +6.2% | +2.5% |
| 30D | -0.9% | +5.5% | -6.3% | -1.9% |
| 3M | +5.7% | +22.5% | -16.8% | +1.6% |
| 6M | +39.1% | +38.9% | +0.2% | +29.6% |
| YTD | +17.7% | +28.7% | -11.1% | +10.8% |
| 1Y | +8.4% | +45.5% | -37.1% | -1.0% |
| 3Y | -36.6% | +16.4% | -52.9% | -40.1% |
| All | -22.3% | -33.1% | +10.7% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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