+150.9%
MP vs MOH
-39.4%
+190.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -2.0% |
| 7D | -0.7% | -4.2% | +3.5% | -0.9% |
| 30D | -0.7% | -2.4% | +1.7% | -0.7% |
| 3M | 0.0% | -4.4% | +4.4% | 0.0% |
| 6M | -10.0% | +32.9% | -42.9% | -8.9% |
| YTD | +7.5% | +11.9% | -4.4% | +8.2% |
| 1Y | -14.0% | +6.9% | -20.9% | -13.6% |
| All | +150.9% | -39.4% | +190.3% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling