-36.6%
MOH vs TXT
+7.0%
-43.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.6% |
| 7D | +1.7% | +2.4% | -0.7% | +1.3% |
| 30D | -0.9% | -8.9% | +8.0% | +0.8% |
| 3M | +5.7% | -13.6% | +19.3% | +8.3% |
| 6M | +39.1% | -13.1% | +52.2% | +42.0% |
| YTD | +17.7% | -7.0% | +24.7% | +17.7% |
| 1Y | +8.4% | -1.4% | +9.8% | +7.0% |
| 3Y | -36.6% | +6.9% | -43.5% | -38.4% |
| All | -36.6% | +7.0% | -43.5% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling