-37.8%
MOH vs URA
+107.9%
-145.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.0% | +7.1% | +2.9% |
| 7D | -1.3% | -1.5% | +0.2% | -1.4% |
| 30D | +3.0% | -0.4% | +3.3% | +3.0% |
| 3M | +1.2% | +6.3% | -5.0% | +1.8% |
| 6M | +41.7% | -14.0% | +55.7% | +40.9% |
| YTD | +15.4% | +5.3% | +10.1% | +16.3% |
| 1Y | +11.8% | +11.7% | +0.1% | +13.3% |
| All | -37.8% | +107.9% | -145.6% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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