+1,402.1%
MOH vs SPY
+1,068.8%
+333.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.7% |
| 7D | -1.3% | -2.0% | +0.7% | +0.3% |
| 30D | +3.0% | -1.7% | +4.6% | +4.3% |
| 3M | +1.2% | +4.7% | -3.5% | -2.7% |
| 6M | +41.7% | +12.5% | +29.2% | +28.1% |
| YTD | +15.4% | +11.7% | +3.7% | +4.1% |
| 1Y | +11.8% | +17.5% | -5.7% | -3.4% |
| 3Y | -37.5% | +76.6% | -114.1% | -63.1% |
| 5Y | -20.6% | +82.0% | -102.7% | -55.3% |
| 10Y | +255.8% | +317.1% | -61.3% | -4.1% |
| All | +1,402.1% | +1,068.8% | +333.3% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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