+79.2%
MOH vs TXG
+27.0%
+52.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.4% | +1.8% |
| 7D | +1.7% | +9.5% | -7.8% | +1.1% |
| 30D | -0.9% | +18.8% | -19.7% | -2.2% |
| 3M | +5.7% | +136.1% | -130.4% | -1.0% |
| 6M | +39.1% | +235.2% | -196.1% | +26.3% |
| YTD | +17.7% | +320.5% | -302.9% | +4.6% |
| 1Y | +8.4% | +425.2% | -416.8% | -6.2% |
| 3Y | -36.6% | +42.9% | -79.5% | -40.5% |
| 5Y | -19.1% | -62.8% | +43.7% | -15.1% |
| All | +79.2% | +27.0% | +52.2% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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