+1,214.9%
NI vs MOH
+1,358.8%
-143.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.3% |
| 7D | 0.0% | +1.7% | -1.7% | -0.2% |
| 30D | -1.4% | -0.9% | -0.5% | -1.3% |
| 3M | -10.6% | +5.7% | -16.3% | -11.5% |
| 6M | -9.3% | +39.1% | -48.4% | -13.6% |
| YTD | +1.1% | +17.7% | -16.5% | -2.4% |
| 1Y | +3.4% | +8.4% | -5.0% | +0.4% |
| 3Y | +67.9% | -36.6% | +104.4% | +70.3% |
| 5Y | +98.0% | -19.1% | +117.0% | +93.0% |
| 10Y | +143.6% | +262.8% | -119.3% | +90.4% |
| All | +1,214.9% | +1,358.8% | -143.9% | +725.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling