+14.5%
NET vs MOH
+53.5%
-39.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.9% | -11.5% | -1.9% |
| 7D | -16.4% | +14.3% | -30.7% | -15.5% |
| 30D | -25.8% | +16.7% | -42.5% | -25.1% |
| 3M | -11.5% | +18.3% | -29.9% | -10.5% |
| 6M | +18.9% | +15.8% | +3.1% | +20.5% |
| YTD | +35.2% | +30.5% | +4.7% | +34.4% |
| 1Y | +14.5% | +49.3% | -34.8% | +12.4% |
| All | +14.5% | +53.5% | -39.0% | +12.4% |
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