+93.9%
NXT vs MOH
-36.3%
+130.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.9% |
| 7D | -1.9% | +1.7% | -3.6% | -1.9% |
| 30D | -20.0% | -0.9% | -19.2% | -20.1% |
| 3M | -30.7% | +5.7% | -36.4% | -30.8% |
| 6M | -29.0% | +39.1% | -68.1% | -29.3% |
| YTD | -4.8% | +17.7% | -22.5% | -5.2% |
| 1Y | +22.8% | +8.4% | +14.4% | +22.0% |
| 3Y | +93.9% | -36.6% | +130.5% | +94.3% |
| All | +93.9% | -36.3% | +130.2% | +94.3% |
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