+72.2%
MSFU vs MOH
-42.0%
+114.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.3% |
| 7D | -3.2% | -3.3% | +0.2% | -3.2% |
| 30D | -3.1% | -0.1% | -3.1% | -3.1% |
| 3M | +35.3% | -1.1% | +36.3% | +35.6% |
| 6M | +31.6% | +35.9% | -4.3% | +32.2% |
| YTD | -9.5% | +13.1% | -22.6% | -9.1% |
| 1Y | -18.4% | +11.8% | -30.2% | -18.1% |
| 3Y | +26.9% | -38.7% | +65.7% | +31.0% |
| All | +72.2% | -42.0% | +114.3% | +84.2% |
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