+3.6%
NVT vs MOH
+53.5%
-49.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +8.9% | -21.7% | -12.1% |
| 7D | -19.5% | +14.3% | -33.8% | -18.8% |
| 30D | -32.4% | +16.7% | -49.1% | -31.9% |
| 3M | -30.3% | +18.3% | -48.7% | -30.1% |
| 6M | -30.4% | +15.8% | -46.2% | -30.3% |
| YTD | +11.3% | +30.5% | -19.1% | +7.9% |
| 1Y | +3.6% | +49.3% | -45.7% | -1.0% |
| All | +3.6% | +53.5% | -49.9% | -1.0% |
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