+153.4%
MOH vs Z
+16.2%
+137.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -4.2% | -7.1% | +2.9% | -3.4% |
| 30D | -2.4% | -4.8% | +2.4% | -2.0% |
| 3M | -4.4% | -9.3% | +4.9% | -3.7% |
| 6M | +32.9% | -29.0% | +61.9% | +37.4% |
| YTD | +11.9% | -52.9% | +64.8% | +20.9% |
| 1Y | +6.9% | -63.1% | +70.1% | +18.7% |
| 3Y | -39.4% | -36.9% | -2.6% | -38.4% |
| 5Y | -25.0% | -65.5% | +40.5% | -20.8% |
| 10Y | +244.9% | -3.9% | +248.7% | +180.2% |
| All | +153.4% | +16.2% | +137.2% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling