-92.7%
MSTU vs MOH
+18.1%
-110.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -3.6% |
| 7D | +21.3% | +0.4% | +20.9% | +21.7% |
| 30D | +90.8% | +2.9% | +87.9% | +94.4% |
| 3M | -6.8% | +4.1% | -10.9% | -3.2% |
| 6M | -39.8% | +33.8% | -73.7% | -30.5% |
| YTD | -55.7% | +15.7% | -71.4% | -52.4% |
| 1Y | -92.7% | +17.5% | -110.2% | -92.6% |
| All | -92.7% | +18.1% | -110.8% | -92.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling