+272.3%
MTZ vs MOH
-41.8%
+314.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +5.0% | +0.2% | +4.7% | +5.0% |
| 30D | -6.0% | +0.1% | -6.1% | -5.8% |
| 3M | -36.1% | +1.8% | -38.0% | -35.9% |
| 6M | -56.9% | +9.1% | -66.0% | -56.6% |
| YTD | -15.9% | +20.7% | -36.6% | -15.4% |
| 1Y | -3.8% | +51.3% | -55.1% | -3.0% |
| 3Y | +272.3% | -42.0% | +314.3% | +271.9% |
| All | +272.3% | -41.8% | +314.1% | +271.9% |
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 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