-22.3%
MOH vs SBAC
-43.5%
+21.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.3% | +1.4% |
| 7D | +1.7% | -2.1% | +3.8% | +2.3% |
| 30D | -0.9% | +2.0% | -2.9% | -1.5% |
| 3M | +5.7% | -8.3% | +14.0% | +7.9% |
| 6M | +39.1% | +0.3% | +38.8% | +37.9% |
| YTD | +17.7% | -2.2% | +19.9% | +17.3% |
| 1Y | +8.4% | -4.6% | +13.0% | +8.7% |
| 3Y | -36.6% | -8.3% | -28.3% | -36.6% |
| All | -22.3% | -43.5% | +21.1% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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