-36.6%
MOH vs SNY
-9.6%
-27.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +1.7% | -3.3% | +5.0% | +2.2% |
| 30D | -0.9% | -2.2% | +1.3% | -0.6% |
| 3M | +5.7% | -3.0% | +8.7% | +6.1% |
| 6M | +39.1% | +2.7% | +36.4% | +38.5% |
| YTD | +17.7% | -6.8% | +24.5% | +18.6% |
| 1Y | +8.4% | -5.3% | +13.6% | +8.8% |
| 3Y | -36.6% | -9.8% | -26.8% | -35.7% |
| All | -36.6% | -9.6% | -27.0% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling