+445.3%
MP vs MOH
+12.5%
+432.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | -2.9% | +0.4% | -3.3% | -2.9% |
| 30D | +13.8% | +2.9% | +10.9% | +13.6% |
| 3M | -16.7% | +4.1% | -20.8% | -17.0% |
| 6M | -11.5% | +33.8% | -45.3% | -13.6% |
| YTD | +7.9% | +15.7% | -7.8% | +5.7% |
| 1Y | -15.0% | +17.5% | -32.6% | -17.3% |
| 3Y | +153.5% | -35.3% | +188.8% | +155.6% |
| 5Y | +58.7% | -26.9% | +85.6% | +53.8% |
| All | +445.3% | +12.5% | +432.8% | +372.8% |
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