+550.0%
PL vs MOH
-37.8%
+587.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.7% |
| 7D | -7.5% | -3.3% | -4.2% | -7.5% |
| 30D | -25.6% | -0.1% | -25.5% | -25.6% |
| 3M | -45.6% | -1.1% | -44.5% | -45.5% |
| 6M | -29.5% | +35.9% | -65.4% | -30.1% |
| YTD | -9.7% | +13.1% | -22.8% | -10.5% |
| 1Y | +84.4% | +11.8% | +72.5% | +82.1% |
| 3Y | +550.0% | -38.7% | +588.7% | +603.4% |
| All | +550.0% | -37.8% | +587.8% | +603.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling