+1,014.1%
MOH vs STLA
+252.7%
+761.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -1.8% |
| 7D | -3.3% | +0.7% | -4.1% | -3.5% |
| 30D | -0.1% | -2.4% | +2.3% | +0.2% |
| 3M | -1.1% | -23.9% | +22.8% | +2.9% |
| 6M | +35.9% | -24.6% | +60.5% | +40.8% |
| YTD | +13.1% | -50.5% | +63.6% | +26.0% |
| 1Y | +11.8% | -39.8% | +51.7% | +20.6% |
| 3Y | -38.7% | -65.6% | +26.9% | -30.1% |
| 5Y | -25.1% | -62.1% | +37.0% | -17.5% |
| 10Y | +243.8% | +47.8% | +196.1% | +199.5% |
| All | +1,014.1% | +252.7% | +761.4% | +724.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling