+182.7%
MS vs MOH
-39.4%
+222.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | +1.7% | -4.2% | +5.9% | +1.6% |
| 30D | 0.0% | -2.4% | +2.4% | 0.0% |
| 3M | +3.0% | -4.4% | +7.4% | +3.0% |
| 6M | +35.7% | +32.9% | +2.7% | +36.4% |
| YTD | +23.3% | +11.9% | +11.4% | +23.8% |
| 1Y | +44.7% | +6.9% | +37.7% | +45.1% |
| All | +182.7% | -39.4% | +222.1% | +169.8% |
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 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