+418.4%
MOH vs SFM
+108.9%
+309.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.6% |
| 7D | -4.2% | -7.2% | +3.0% | -3.4% |
| 30D | -2.4% | -14.3% | +12.0% | -0.7% |
| 3M | -4.4% | -13.7% | +9.3% | -3.1% |
| 6M | +32.9% | -6.0% | +39.0% | +33.0% |
| YTD | +11.9% | -8.2% | +20.1% | +11.9% |
| 1Y | +6.9% | -46.2% | +53.2% | +13.9% |
| 3Y | -39.4% | +83.6% | -123.0% | -46.1% |
| 5Y | -25.0% | +212.7% | -237.7% | -39.3% |
| 10Y | +244.9% | +273.0% | -28.1% | +156.7% |
| All | +418.4% | +108.9% | +309.5% | +336.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling