-27.7%
MOS vs MOH
-32.7%
+4.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +24.8% | -0.7% | +25.5% | +25.0% |
| 30D | +22.7% | +4.8% | +17.9% | +21.8% |
| 3M | -1.2% | +3.8% | -5.0% | -2.0% |
| 6M | +5.5% | +11.0% | -5.4% | +3.5% |
| YTD | -2.0% | +18.9% | -20.9% | -6.0% |
| 1Y | -7.9% | +46.5% | -54.4% | -14.8% |
| 3Y | -25.0% | -42.4% | +17.4% | -21.0% |
| 5Y | -27.7% | -31.8% | +4.1% | -28.9% |
| All | -27.7% | -32.7% | +4.9% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling