-34.6%
MP vs MOH
+53.5%
-88.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +8.9% | -14.0% | -4.2% |
| 7D | -12.5% | +14.3% | -26.8% | -11.3% |
| 30D | -23.3% | +16.7% | -40.0% | -22.1% |
| 3M | -24.4% | +18.3% | -42.7% | -22.9% |
| 6M | -45.8% | +15.8% | -61.6% | -44.6% |
| YTD | -28.9% | +30.5% | -59.4% | -28.4% |
| 1Y | -34.6% | +49.3% | -83.9% | -35.3% |
| All | -34.6% | +53.5% | -88.1% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling