+68.6%
PL vs MOH
-21.9%
+90.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.2% | -3.3% |
| 7D | -9.0% | -1.3% | -7.8% | -9.0% |
| 30D | -29.6% | +3.0% | -32.5% | -29.7% |
| 3M | -45.7% | +1.2% | -46.9% | -45.8% |
| 6M | -34.3% | +41.7% | -76.0% | -36.7% |
| YTD | -15.4% | +15.4% | -30.8% | -17.7% |
| 1Y | +86.1% | +11.8% | +74.3% | +80.7% |
| 3Y | +509.1% | -37.5% | +546.6% | +522.0% |
| 5Y | +68.3% | -20.6% | +89.0% | +65.9% |
| All | +68.6% | -21.9% | +90.5% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling