+405.1%
MP vs MOH
+14.5%
+390.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.7% |
| 7D | -7.4% | +1.7% | -9.1% | -7.5% |
| 30D | -6.7% | -0.9% | -5.8% | -6.6% |
| 3M | -11.7% | +5.7% | -17.4% | -12.1% |
| 6M | -18.9% | +39.1% | -58.0% | -21.0% |
| YTD | 0.0% | +17.7% | -17.7% | -2.2% |
| 1Y | -19.9% | +8.4% | -28.2% | -21.3% |
| 3Y | +133.4% | -36.6% | +170.0% | +137.5% |
| 5Y | +48.1% | -19.1% | +67.2% | +41.5% |
| All | +405.1% | +14.5% | +390.6% | +337.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling