-37.8%
MOH vs Z
-39.0%
+1.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.8% | +5.9% | +3.4% |
| 7D | -1.3% | -11.6% | +10.3% | -0.3% |
| 30D | +3.0% | -8.5% | +11.4% | +3.5% |
| 3M | +1.2% | -7.9% | +9.1% | +1.5% |
| 6M | +41.7% | -29.1% | +70.8% | +44.7% |
| YTD | +15.4% | -54.2% | +69.6% | +22.6% |
| 1Y | +11.8% | -63.5% | +75.3% | +21.1% |
| All | -37.8% | -39.0% | +1.2% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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