-20.4%
MOH vs VSXY
+37.5%
-57.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.9% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -0.9% | -18.7% | +17.8% | -0.2% |
| 3M | +5.7% | -4.0% | +9.7% | +5.8% |
| 6M | +39.1% | +67.5% | -28.4% | +36.1% |
| YTD | +17.7% | +39.7% | -22.0% | +15.6% |
| 1Y | +8.4% | +180.0% | -171.6% | +2.8% |
| 3Y | -36.6% | +337.3% | -373.8% | -43.5% |
| 5Y | -19.1% | +22.7% | -41.8% | -22.4% |
| All | -20.4% | +37.5% | -57.9% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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