+167.1%
NXT vs MOH
-36.4%
+203.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.2% |
| 7D | -2.6% | -1.3% | -1.3% | -2.6% |
| 30D | -22.4% | +3.0% | -25.4% | -22.4% |
| 3M | -27.3% | +1.2% | -28.5% | -27.5% |
| 6M | -28.5% | +41.7% | -70.2% | -29.2% |
| YTD | -6.6% | +15.4% | -22.0% | -7.3% |
| 1Y | +20.4% | +11.8% | +8.6% | +19.0% |
| 3Y | +90.9% | -37.5% | +128.4% | +90.7% |
| All | +167.1% | -36.4% | +203.5% | +183.3% |
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 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