+24.0%
NET vs MOH
-28.8%
+52.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.3% | -4.0% | -7.8% |
| 7D | -21.2% | +8.9% | -30.1% | -21.9% |
| 30D | -31.1% | +11.0% | -42.1% | -32.0% |
| 3M | -16.5% | +11.0% | -27.6% | -17.7% |
| 6M | 0.0% | +12.7% | -12.7% | -1.5% |
| YTD | +24.0% | +24.8% | -0.8% | +18.9% |
| 1Y | +7.0% | +44.7% | -37.7% | -0.2% |
| 3Y | +279.6% | -35.8% | +315.4% | +293.6% |
| 5Y | +24.0% | -28.8% | +52.7% | +13.6% |
| All | +24.0% | -28.8% | +52.7% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling