+1,381.0%
NET vs MOH
+96.9%
+1,284.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.9% | -11.5% | -3.7% |
| 7D | -16.4% | +14.3% | -30.7% | -18.0% |
| 30D | -25.8% | +16.7% | -42.5% | -27.6% |
| 3M | -11.5% | +18.3% | -29.9% | -13.9% |
| 6M | +18.9% | +15.8% | +3.1% | +16.0% |
| YTD | +35.2% | +30.5% | +4.7% | +27.5% |
| 1Y | +14.5% | +49.3% | -34.8% | +5.1% |
| 3Y | +313.8% | -32.9% | +346.7% | +323.6% |
| 5Y | +32.6% | -25.3% | +57.9% | +31.7% |
| All | +1,381.0% | +96.9% | +1,284.1% | +1,001.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling