+261.9%
MOH vs TDY
+479.2%
-217.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.6% |
| 7D | +1.7% | -1.1% | +2.8% | +2.1% |
| 30D | -0.9% | -12.0% | +11.2% | +3.3% |
| 3M | +5.7% | -3.2% | +8.9% | +6.6% |
| 6M | +39.1% | -7.9% | +47.0% | +42.1% |
| YTD | +17.7% | +18.2% | -0.5% | +9.7% |
| 1Y | +8.4% | +6.7% | +1.7% | +4.6% |
| 3Y | -36.6% | +47.5% | -84.1% | -46.6% |
| 5Y | -19.1% | +39.5% | -58.6% | -31.4% |
| All | +261.9% | +479.2% | -217.3% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling