+1,372.3%
MOH vs TAP
+172.0%
+1,200.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.0% |
| 7D | -3.3% | -2.3% | -1.0% | -2.6% |
| 30D | -0.1% | -9.4% | +9.3% | +2.9% |
| 3M | -1.1% | -0.8% | -0.3% | -1.1% |
| 6M | +35.9% | -14.7% | +50.6% | +41.8% |
| YTD | +13.1% | -13.9% | +27.1% | +17.1% |
| 1Y | +11.8% | -18.6% | +30.4% | +17.7% |
| 3Y | -38.7% | -32.0% | -6.7% | -32.7% |
| 5Y | -25.1% | -1.0% | -24.1% | -28.7% |
| 10Y | +243.8% | -51.4% | +295.2% | +289.8% |
| All | +1,372.3% | +172.0% | +1,200.3% | +875.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling