+8.5%
NI vs MOH
+53.5%
-45.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.9% | -7.4% | +1.2% |
| 7D | +3.9% | +14.3% | -10.4% | +3.5% |
| 30D | +15.3% | +16.7% | -1.4% | +14.7% |
| 3M | +2.4% | +18.3% | -15.9% | +1.8% |
| 6M | -4.5% | +15.8% | -20.3% | -5.0% |
| YTD | +11.4% | +30.5% | -19.1% | +8.2% |
| 1Y | +8.5% | +49.3% | -40.8% | +3.5% |
| All | +8.5% | +53.5% | -45.0% | +3.5% |
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