+411.2%
MOS vs MOH
+1,334.3%
-923.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.6% |
| 7D | +9.5% | +0.4% | +9.1% | +9.4% |
| 30D | +10.4% | +2.9% | +7.5% | +9.6% |
| 3M | +12.9% | +4.1% | +8.7% | +11.5% |
| 6M | +1.2% | +33.8% | -32.6% | -5.6% |
| YTD | +9.3% | +15.7% | -6.4% | +3.5% |
| 1Y | -18.0% | +17.5% | -35.5% | -23.2% |
| 3Y | -29.0% | -35.3% | +6.3% | -27.4% |
| 5Y | -9.6% | -26.9% | +17.3% | -10.9% |
| 10Y | +6.1% | +262.9% | -256.9% | -32.1% |
| All | +411.2% | +1,334.3% | -923.1% | +124.5% |
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