+1,356.0%
MOH vs RVTY
+974.5%
+381.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.2% |
| 7D | -4.2% | -5.4% | +1.2% | -2.2% |
| 30D | -2.4% | +6.7% | -9.1% | -5.0% |
| 3M | -4.4% | +19.0% | -23.4% | -11.1% |
| 6M | +32.9% | +34.6% | -1.7% | +16.1% |
| YTD | +11.9% | +28.3% | -16.4% | -1.4% |
| 1Y | +6.9% | +46.0% | -39.1% | -10.9% |
| 3Y | -39.4% | +16.9% | -56.3% | -47.5% |
| 5Y | -25.0% | -32.9% | +8.0% | -20.7% |
| 10Y | +244.9% | +141.6% | +103.2% | +101.6% |
| All | +1,356.0% | +974.5% | +381.5% | +421.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling