+72.9%
PBR vs MOH
+53.5%
+19.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +8.9% | -15.9% | -7.1% |
| 7D | -11.0% | +14.3% | -25.3% | -11.2% |
| 30D | -18.8% | +16.7% | -35.4% | -19.0% |
| 3M | +7.8% | +18.3% | -10.5% | +7.3% |
| 6M | -7.6% | +15.8% | -23.4% | -8.0% |
| YTD | +72.7% | +30.5% | +42.2% | +68.3% |
| 1Y | +72.9% | +49.3% | +23.7% | +64.9% |
| All | +72.9% | +53.5% | +19.5% | +64.9% |
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