+118.0%
NOK vs MOH
+18.1%
+99.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.7% |
| 7D | -1.8% | +0.4% | -2.2% | -1.8% |
| 30D | +4.7% | +2.9% | +1.8% | +4.6% |
| 3M | -39.7% | +4.1% | -43.8% | -39.6% |
| 6M | +23.1% | +33.8% | -10.8% | +23.4% |
| YTD | +55.0% | +15.7% | +39.3% | +54.1% |
| 1Y | +118.0% | +17.5% | +100.5% | +103.6% |
| All | +118.0% | +18.1% | +99.9% | +103.6% |
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 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