+287.6%
MP vs MOH
+17.4%
+270.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +9.5% | +0.2% | +9.2% | +9.4% |
| 30D | -3.0% | +0.1% | -3.1% | -3.1% |
| 3M | -30.4% | +1.8% | -32.2% | -30.5% |
| 6M | -39.2% | +9.1% | -48.3% | -39.7% |
| YTD | -23.3% | +20.7% | -44.0% | -25.1% |
| 1Y | -32.6% | +51.3% | -83.9% | -35.9% |
| 3Y | +159.3% | -42.0% | +201.3% | +171.8% |
| 5Y | -16.4% | -33.1% | +16.7% | -17.2% |
| All | +287.6% | +17.4% | +270.2% | +234.8% |
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