-23.1%
MOH vs TMF
-88.1%
+65.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -1.0% |
| 7D | -4.2% | -0.9% | -3.3% | -4.2% |
| 30D | -2.4% | -1.0% | -1.4% | -2.3% |
| 3M | -4.4% | -11.3% | +6.9% | -3.9% |
| 6M | +32.9% | -22.7% | +55.7% | +34.4% |
| YTD | +11.9% | -17.3% | +29.2% | +12.7% |
| 1Y | +6.9% | -22.5% | +29.4% | +8.1% |
| 3Y | -39.4% | -43.2% | +3.8% | -38.7% |
| All | -23.1% | -88.1% | +65.0% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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