+296.5%
OMC vs MOH
+1,330.6%
-1,034.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +1.0% |
| 7D | -6.2% | -1.3% | -4.9% | -6.0% |
| 30D | -7.6% | +3.0% | -10.5% | -8.0% |
| 3M | +7.4% | +1.2% | +6.2% | +6.9% |
| 6M | +0.1% | +41.7% | -41.6% | -5.8% |
| YTD | +0.4% | +15.4% | -15.0% | -3.3% |
| 1Y | +7.8% | +11.8% | -4.0% | +3.7% |
| 3Y | +11.8% | -37.5% | +49.3% | +14.3% |
| 5Y | +32.5% | -20.6% | +53.1% | +28.9% |
| 10Y | +34.2% | +255.8% | -221.6% | -2.0% |
| All | +296.5% | +1,330.6% | -1,034.1% | +118.2% |
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