-22.3%
MOH vs SFM
+213.6%
-236.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | +1.7% | -10.6% | +12.3% | +2.6% |
| 30D | -0.9% | -15.5% | +14.6% | +0.3% |
| 3M | +5.7% | -17.4% | +23.1% | +7.0% |
| 6M | +39.1% | -3.4% | +42.6% | +38.9% |
| YTD | +17.7% | -8.7% | +26.4% | +17.9% |
| 1Y | +8.4% | -47.2% | +55.5% | +14.0% |
| 3Y | -36.6% | +82.7% | -119.3% | -41.3% |
| All | -22.3% | +213.6% | -236.0% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling