+939.4%
O vs MOH
+1,286.6%
-347.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -2.3% | -4.2% | +1.9% | -1.5% |
| 30D | -2.4% | -2.4% | -0.1% | -2.1% |
| 3M | -0.6% | -4.4% | +3.8% | -0.2% |
| 6M | -5.0% | +32.9% | -37.9% | -10.7% |
| YTD | +10.4% | +11.9% | -1.5% | +5.8% |
| 1Y | +6.6% | +6.9% | -0.4% | +2.2% |
| 3Y | +28.4% | -39.4% | +67.8% | +31.9% |
| 5Y | +15.3% | -25.0% | +40.2% | +12.1% |
| 10Y | +55.3% | +244.9% | -189.6% | +5.9% |
| All | +939.4% | +1,286.6% | -347.2% | +338.1% |
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