+334.0%
MOS vs MOH
+1,398.9%
-1,065.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.8% | -4.6% |
| 7D | -2.6% | -3.1% | +0.6% | -1.9% |
| 30D | +13.5% | +0.2% | +13.3% | +13.4% |
| 3M | -2.9% | +1.8% | -4.7% | -3.6% |
| 6M | -1.0% | +9.5% | -10.5% | -3.6% |
| YTD | -7.2% | +20.9% | -28.1% | -13.2% |
| 1Y | -11.4% | +48.8% | -60.2% | -20.8% |
| 3Y | -29.0% | -41.4% | +12.4% | -25.7% |
| 5Y | -34.0% | -33.0% | -1.0% | -33.8% |
| 10Y | -4.0% | +341.5% | -345.5% | -41.1% |
| All | +334.0% | +1,398.9% | -1,065.0% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling