-23.3%
MOS vs MOH
-37.8%
+14.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.9% | +2.9% |
| 7D | +7.1% | -3.3% | +10.4% | +7.4% |
| 30D | +15.0% | -0.1% | +15.1% | +15.0% |
| 3M | +24.1% | -1.1% | +25.2% | +24.2% |
| 6M | +2.7% | +35.9% | -33.2% | -0.7% |
| YTD | +12.2% | +13.1% | -0.9% | +9.7% |
| 1Y | -16.3% | +11.8% | -28.1% | -18.3% |
| 3Y | -23.3% | -38.7% | +15.5% | -23.0% |
| All | -23.3% | -37.8% | +14.6% | -23.0% |
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