+1,356.0%
MOH vs SM
+229.3%
+1,126.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | -2.4% | +20.3% | -22.7% | -4.3% |
| 3M | -4.4% | +22.9% | -27.3% | -6.9% |
| 6M | +32.9% | +47.8% | -14.9% | +26.5% |
| YTD | +11.9% | +107.5% | -95.6% | +2.3% |
| 1Y | +6.9% | +51.7% | -44.8% | +0.8% |
| 3Y | -39.4% | -0.9% | -38.6% | -41.8% |
| 5Y | -25.0% | +112.2% | -137.2% | -36.0% |
| 10Y | +244.9% | +20.3% | +224.5% | +144.3% |
| All | +1,356.0% | +229.3% | +1,126.6% | +524.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling