-32.4%
MOH vs TLN
+589.3%
-621.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.3% |
| 7D | -4.2% | +5.8% | -10.0% | -3.7% |
| 30D | -2.4% | -6.9% | +4.5% | -2.9% |
| 3M | -4.4% | -10.9% | +6.5% | -5.0% |
| 6M | +32.9% | -4.6% | +37.5% | +33.5% |
| YTD | +11.9% | -14.7% | +26.6% | +11.9% |
| 1Y | +6.9% | -17.9% | +24.8% | +6.9% |
| 3Y | -39.4% | +483.9% | -523.3% | -23.6% |
| All | -32.4% | +589.3% | -621.7% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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