+92.0%
PL vs MOH
+7.9%
+84.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.4% |
| 7D | -13.9% | -4.2% | -9.7% | -14.0% |
| 30D | -25.5% | -2.4% | -23.1% | -25.5% |
| 3M | -44.8% | -4.4% | -40.4% | -44.6% |
| 6M | -33.3% | +32.9% | -66.2% | -32.4% |
| YTD | -12.7% | +11.9% | -24.5% | -13.4% |
| All | +92.0% | +7.9% | +84.1% | +88.8% |
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