-25.0%
MOS vs MOH
-41.7%
+16.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | +24.8% | -0.7% | +25.5% | +25.0% |
| 30D | +22.7% | +4.8% | +17.9% | +22.1% |
| 3M | -1.2% | +3.8% | -5.0% | -1.8% |
| 6M | +5.5% | +11.0% | -5.4% | +4.2% |
| YTD | -2.0% | +18.9% | -20.9% | -4.8% |
| 1Y | -7.9% | +46.5% | -54.4% | -12.6% |
| 3Y | -25.0% | -42.4% | +17.4% | -24.2% |
| All | -25.0% | -41.7% | +16.7% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling