+327.1%
NET vs MOH
-35.5%
+362.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -2.0% |
| 7D | -7.0% | +0.4% | -7.4% | -7.0% |
| 30D | -4.8% | +2.9% | -7.7% | -4.7% |
| 3M | +3.8% | +4.1% | -0.3% | +4.2% |
| 6M | +50.0% | +33.8% | +16.2% | +52.4% |
| YTD | +41.5% | +15.7% | +25.8% | +42.6% |
| 1Y | +32.8% | +17.5% | +15.3% | +33.6% |
| All | +327.1% | -35.5% | +362.5% | +316.4% |
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 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