+17.5%
P vs MOH
+53.5%
-36.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +8.9% | -13.9% | -3.5% |
| 7D | -19.4% | +14.3% | -33.7% | -17.5% |
| 30D | -22.3% | +16.7% | -39.0% | -20.3% |
| 3M | +33.2% | +18.3% | +14.9% | +37.0% |
| 6M | +53.6% | +15.8% | +37.8% | +58.2% |
| YTD | +66.8% | +30.5% | +36.3% | +73.2% |
| 1Y | +17.5% | +49.3% | -31.7% | +25.0% |
| All | +17.5% | +53.5% | -36.0% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling