+1,431.7%
MOH vs TDY
+4,379.2%
-2,947.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.5% |
| 7D | +1.7% | -1.1% | +2.8% | +2.2% |
| 30D | -0.9% | -12.0% | +11.2% | +4.1% |
| 3M | +5.7% | -3.2% | +8.9% | +6.7% |
| 6M | +39.1% | -7.9% | +47.0% | +42.6% |
| YTD | +17.7% | +18.2% | -0.5% | +8.6% |
| 1Y | +8.4% | +6.7% | +1.7% | +4.1% |
| 3Y | -36.6% | +47.5% | -84.1% | -47.8% |
| 5Y | -19.1% | +39.5% | -58.6% | -33.1% |
| 10Y | +262.8% | +477.2% | -214.4% | +57.5% |
| All | +1,431.7% | +4,379.2% | -2,947.4% | +305.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling