+1,290.0%
MOH vs TMF
-69.4%
+1,359.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -1.3% |
| 7D | -4.2% | -0.9% | -3.3% | -4.3% |
| 30D | -2.4% | -1.0% | -1.4% | -2.4% |
| 3M | -4.4% | -11.3% | +6.9% | -5.6% |
| 6M | +32.9% | -22.7% | +55.7% | +29.5% |
| YTD | +11.9% | -17.3% | +29.2% | +9.8% |
| 1Y | +6.9% | -22.5% | +29.4% | +4.3% |
| 3Y | -39.4% | -43.2% | +3.8% | -42.4% |
| 5Y | -25.0% | -88.3% | +63.4% | -42.9% |
| 10Y | +244.9% | -86.0% | +330.9% | +191.9% |
| All | +1,290.0% | -69.4% | +1,359.4% | +1,368.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling