+44.8%
PL vs MOH
-18.4%
+63.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | +13.4% | -7.6% | +20.9% | +13.9% |
| 30D | -10.2% | +2.4% | -12.5% | -10.4% |
| 3M | -39.5% | +7.6% | -47.1% | -40.0% |
| 6M | -65.7% | +13.0% | -78.7% | -66.2% |
| YTD | -27.3% | +20.6% | -47.9% | -29.7% |
| 1Y | +15.0% | +45.8% | -30.8% | +8.3% |
| 3Y | +560.8% | -41.6% | +602.4% | +594.3% |
| 5Y | +38.4% | -33.1% | +71.5% | +36.5% |
| All | +44.8% | -18.4% | +63.3% | +42.1% |
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