+115.1%
NOK vs MOH
-19.7%
+134.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.6% |
| 7D | +11.0% | +1.7% | +9.3% | +10.7% |
| 30D | +7.8% | -0.9% | +8.7% | +7.9% |
| 3M | -21.0% | +5.7% | -26.7% | -21.6% |
| 6M | +40.9% | +39.1% | +1.8% | +35.9% |
| YTD | +72.0% | +17.7% | +54.3% | +67.1% |
| 1Y | +140.9% | +8.4% | +132.5% | +134.2% |
| 3Y | +194.3% | -36.6% | +230.8% | +198.3% |
| All | +115.1% | -19.7% | +134.8% | +108.4% |
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 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