+1,030.3%
MOH vs URA
-29.0%
+1,059.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.4% | -2.8% |
| 7D | -3.3% | +8.1% | -11.4% | -4.7% |
| 30D | -0.1% | +5.8% | -5.8% | -1.3% |
| 3M | -1.1% | +3.4% | -4.5% | -2.3% |
| 6M | +35.9% | -2.6% | +38.5% | +34.4% |
| YTD | +13.1% | +11.2% | +2.0% | +7.7% |
| 1Y | +11.8% | +19.8% | -8.0% | +3.5% |
| 3Y | -38.7% | +121.5% | -160.2% | -53.2% |
| 5Y | -25.1% | +134.5% | -159.6% | -46.5% |
| 10Y | +243.8% | +376.7% | -132.8% | +80.6% |
| All | +1,030.3% | -29.0% | +1,059.3% | +864.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling