+261.9%
MOH vs SPXS
-99.6%
+361.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +1.4% |
| 7D | +1.7% | +2.5% | -0.8% | +2.3% |
| 30D | -0.9% | +4.2% | -5.1% | +0.2% |
| 3M | +5.7% | -9.3% | +15.0% | +3.7% |
| 6M | +39.1% | -30.7% | +69.8% | +28.5% |
| YTD | +17.7% | -28.1% | +45.7% | +9.4% |
| 1Y | +8.4% | -35.1% | +43.4% | -1.4% |
| 3Y | -36.6% | -79.6% | +43.0% | -55.5% |
| 5Y | -19.1% | -86.3% | +67.2% | -43.1% |
| All | +261.9% | -99.6% | +361.5% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling