+15.0%
PL vs MOH
+47.1%
-32.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.6% |
| 7D | +13.4% | -7.6% | +20.9% | +12.7% |
| 30D | -10.2% | +2.4% | -12.5% | -9.7% |
| 3M | -39.5% | +7.6% | -47.1% | -39.0% |
| 6M | -65.7% | +13.0% | -78.7% | -64.8% |
| YTD | -27.3% | +20.6% | -47.9% | -33.0% |
| 1Y | +15.0% | +45.8% | -30.8% | -11.9% |
| All | +15.0% | +47.1% | -32.1% | -11.9% |
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