+43.4%
NVTS vs MOH
-36.3%
+79.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +4.6% |
| 7D | -1.4% | +1.7% | -3.1% | -1.1% |
| 30D | -16.5% | -0.9% | -15.6% | -16.6% |
| 3M | -47.6% | +5.7% | -53.3% | -46.9% |
| 6M | +7.3% | +39.1% | -31.8% | +13.9% |
| YTD | +62.9% | +17.7% | +45.2% | +69.9% |
| 1Y | +91.3% | +8.4% | +82.9% | +98.4% |
| 3Y | +43.4% | -36.6% | +80.0% | +34.9% |
| All | +43.4% | -36.3% | +79.7% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling