+37.9%
MOH vs TW
+209.8%
-172.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.6% | +3.3% |
| 7D | -1.3% | -2.7% | +1.4% | -0.6% |
| 30D | +3.0% | -1.7% | +4.7% | +3.4% |
| 3M | +1.2% | +1.6% | -0.4% | +0.2% |
| 6M | +41.7% | -17.7% | +59.4% | +48.6% |
| YTD | +15.4% | -4.3% | +19.8% | +15.3% |
| 1Y | +11.8% | -13.1% | +24.9% | +14.7% |
| 3Y | -37.5% | +20.3% | -57.8% | -43.8% |
| 5Y | -20.6% | +22.0% | -42.6% | -30.1% |
| All | +37.9% | +209.8% | -172.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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