+604.3%
MTUM vs MOH
+522.3%
+82.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.0% |
| 7D | +0.7% | +1.7% | -1.0% | +0.4% |
| 30D | -2.4% | -0.9% | -1.6% | -2.4% |
| 3M | -3.6% | +5.7% | -9.4% | -4.9% |
| 6M | +23.7% | +39.1% | -15.5% | +16.4% |
| YTD | +22.9% | +17.7% | +5.2% | +17.3% |
| 1Y | +21.8% | +8.4% | +13.4% | +17.0% |
| 3Y | +114.4% | -36.6% | +151.0% | +117.8% |
| 5Y | +79.6% | -19.1% | +98.6% | +71.2% |
| 10Y | +356.2% | +262.8% | +93.4% | +218.3% |
| All | +604.3% | +522.3% | +82.0% | +326.9% |
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