+358.5%
MOS vs MOH
+1,373.9%
-1,015.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +24.8% | -0.7% | +25.5% | +25.1% |
| 30D | +22.7% | +4.8% | +17.9% | +21.4% |
| 3M | -1.2% | +3.8% | -5.0% | -2.4% |
| 6M | +5.5% | +11.0% | -5.4% | +2.5% |
| YTD | -2.0% | +18.9% | -20.9% | -7.9% |
| 1Y | -7.9% | +46.5% | -54.4% | -17.4% |
| 3Y | -25.0% | -42.4% | +17.4% | -21.2% |
| 5Y | -27.7% | -31.8% | +4.1% | -27.8% |
| 10Y | -1.6% | +309.6% | -311.1% | -38.5% |
| All | +358.5% | +1,373.9% | -1,015.4% | +99.7% |
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