+49.3%
MOH vs SFM
-35.8%
+85.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.6% | +5.3% | +8.8% |
| 7D | +14.3% | -12.3% | +26.6% | +14.2% |
| 30D | +16.7% | -16.2% | +32.9% | +16.8% |
| 3M | +18.3% | -36.8% | +55.1% | +17.7% |
| 6M | +15.8% | -32.6% | +48.4% | +16.1% |
| YTD | +30.5% | -31.7% | +62.2% | +32.9% |
| 1Y | +49.3% | -35.0% | +84.3% | +51.4% |
| All | +49.3% | -35.8% | +85.1% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling