-37.8%
MOH vs STLA
-66.9%
+29.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | -1.3% | -3.8% | +2.5% | -0.6% |
| 30D | +3.0% | -3.1% | +6.1% | +3.4% |
| 3M | +1.2% | -19.6% | +20.8% | +5.1% |
| 6M | +41.7% | -23.5% | +65.2% | +47.1% |
| YTD | +15.4% | -51.5% | +66.9% | +32.3% |
| 1Y | +11.8% | -39.7% | +51.5% | +24.8% |
| All | -37.8% | -66.9% | +29.1% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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