-22.3%
MOH vs TAP
-0.1%
-22.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.7% |
| 7D | +1.7% | -3.9% | +5.6% | +2.6% |
| 30D | -0.9% | -5.3% | +4.4% | +0.2% |
| 3M | +5.7% | -3.8% | +9.5% | +6.5% |
| 6M | +39.1% | -11.4% | +50.5% | +42.3% |
| YTD | +17.7% | -13.7% | +31.4% | +20.3% |
| 1Y | +8.4% | -17.2% | +25.6% | +11.7% |
| 3Y | -36.6% | -33.1% | -3.5% | -32.3% |
| All | -22.3% | -0.1% | -22.2% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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