+19.1%
P vs MOH
+4.9%
+14.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.4% | +4.6% |
| 7D | -1.3% | +1.7% | -3.0% | -1.1% |
| 30D | -11.9% | -0.9% | -11.0% | -12.0% |
| 3M | +41.6% | +5.7% | +35.9% | +43.6% |
| 6M | +58.1% | +39.1% | +19.0% | +69.0% |
| YTD | +46.5% | +17.7% | +28.8% | +52.2% |
| 1Y | +19.1% | +8.4% | +10.7% | +23.9% |
| All | +19.1% | +4.9% | +14.1% | +23.9% |
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