+24.1%
MSFU vs MOH
-37.5%
+61.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | +0.5% |
| 7D | -6.9% | -1.3% | -5.7% | -7.0% |
| 30D | -5.1% | +3.0% | -8.1% | -4.9% |
| 3M | +44.6% | +1.2% | +43.4% | +45.2% |
| 6M | +32.8% | +41.7% | -8.9% | +36.1% |
| YTD | -10.1% | +15.4% | -25.5% | -8.3% |
| 1Y | -19.4% | +11.8% | -31.2% | -17.8% |
| All | +24.1% | -37.5% | +61.6% | +22.1% |
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