+261.9%
MOH vs USFR
+28.1%
+233.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.8% |
| 30D | -0.9% | +0.4% | -1.2% | -0.7% |
| 3M | +5.7% | +1.0% | +4.7% | +6.5% |
| 6M | +39.1% | +2.0% | +37.1% | +41.1% |
| YTD | +17.7% | +2.8% | +14.9% | +20.0% |
| 1Y | +8.4% | +4.1% | +4.3% | +11.6% |
| 3Y | -36.6% | +14.1% | -50.7% | -30.2% |
| 5Y | -19.1% | +20.6% | -39.7% | -8.3% |
| All | +261.9% | +28.1% | +233.8% | +315.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling