-21.2%
MOS vs MOH
+11.3%
-32.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.4% | -2.7% |
| 7D | +0.5% | -1.3% | +1.8% | +0.6% |
| 30D | +10.9% | +3.0% | +7.9% | +10.4% |
| 3M | +29.2% | +1.2% | +28.0% | +29.0% |
| 6M | -2.3% | +41.7% | -44.0% | -6.5% |
| YTD | +8.3% | +15.4% | -7.1% | +4.8% |
| 1Y | -21.2% | +11.8% | -33.0% | -23.7% |
| All | -21.2% | +11.3% | -32.5% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling