+41.5%
NU vs MOH
-31.1%
+72.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.6% | -2.9% |
| 7D | -4.9% | +1.7% | -6.6% | -5.1% |
| 30D | +7.8% | -0.9% | +8.7% | +8.0% |
| 3M | +20.9% | +5.7% | +15.2% | +19.9% |
| 6M | +0.9% | +39.1% | -38.2% | -4.1% |
| YTD | -12.7% | +17.7% | -30.3% | -15.8% |
| 1Y | -6.4% | +8.4% | -14.8% | -9.2% |
| 3Y | +98.1% | -36.6% | +134.7% | +100.9% |
| All | +41.5% | -31.1% | +72.7% | +35.2% |
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