+1,356.0%
MOH vs SBAC
+7,034.7%
-5,678.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -4.2% | +0.2% | -4.4% | -4.2% |
| 30D | -2.4% | +3.9% | -6.2% | -3.5% |
| 3M | -4.4% | -8.2% | +3.8% | -2.3% |
| 6M | +32.9% | -2.8% | +35.7% | +32.5% |
| YTD | +11.9% | -1.5% | +13.4% | +10.8% |
| 1Y | +6.9% | 0.0% | +6.9% | +5.4% |
| 3Y | -39.4% | -8.4% | -31.0% | -39.8% |
| 5Y | -25.0% | -43.5% | +18.6% | -14.9% |
| 10Y | +244.9% | +86.9% | +158.0% | +174.1% |
| All | +1,356.0% | +7,034.7% | -5,678.7% | +494.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling