-22.3%
MOH vs SPXS
-86.0%
+63.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +1.7% |
| 7D | +1.7% | +2.5% | -0.8% | +2.0% |
| 30D | -0.9% | +4.2% | -5.1% | -0.3% |
| 3M | +5.7% | -9.3% | +15.0% | +4.7% |
| 6M | +39.1% | -30.7% | +69.8% | +33.4% |
| YTD | +17.7% | -28.1% | +45.7% | +13.3% |
| 1Y | +8.4% | -35.1% | +43.4% | +3.1% |
| 3Y | -36.6% | -79.6% | +43.0% | -48.6% |
| All | -22.3% | -86.0% | +63.6% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling