+35.8%
MSCI vs MOH
-41.8%
+77.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | +17.8% | +0.1% | +17.6% | +17.8% |
| 3M | +15.2% | +1.8% | +13.4% | +15.1% |
| 6M | +16.5% | +9.1% | +7.4% | +15.9% |
| YTD | +16.4% | +20.7% | -4.4% | +14.8% |
| 1Y | +16.8% | +51.3% | -34.5% | +14.4% |
| 3Y | +35.8% | -42.0% | +77.8% | +41.5% |
| All | +35.8% | -41.8% | +77.6% | +41.5% |
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