+1,219.9%
MOH vs SPXU
-100.0%
+1,319.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.3% | +3.7% |
| 7D | -1.3% | +6.4% | -7.7% | +0.5% |
| 30D | +3.0% | +5.9% | -3.0% | +4.8% |
| 3M | +1.2% | -11.7% | +12.9% | -2.0% |
| 6M | +41.7% | -28.7% | +70.4% | +29.7% |
| YTD | +15.4% | -26.4% | +41.8% | +6.3% |
| 1Y | +11.8% | -35.2% | +47.0% | -0.4% |
| 3Y | -37.5% | -79.8% | +42.3% | -59.0% |
| 5Y | -20.6% | -86.1% | +65.4% | -47.7% |
| 10Y | +255.8% | -99.5% | +355.3% | -1.5% |
| All | +1,219.9% | -100.0% | +1,319.9% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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