-22.3%
MOH vs SM
+108.4%
-130.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.7% | +4.6% | -2.8% | +1.4% |
| 30D | -0.9% | +18.2% | -19.1% | -1.9% |
| 3M | +5.7% | +22.5% | -16.8% | +4.2% |
| 6M | +39.1% | +50.6% | -11.4% | +35.0% |
| YTD | +17.7% | +108.1% | -90.4% | +11.7% |
| 1Y | +8.4% | +46.0% | -37.6% | +5.3% |
| 3Y | -36.6% | +2.9% | -39.4% | -37.7% |
| All | -22.3% | +108.4% | -130.7% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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