+537.1%
PL vs MOH
-42.7%
+579.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.7% |
| 7D | +5.6% | -0.7% | +6.3% | +5.7% |
| 30D | -16.9% | +4.8% | -21.7% | -17.0% |
| 3M | -38.2% | +3.8% | -42.0% | -38.3% |
| 6M | -63.4% | +11.0% | -74.4% | -63.5% |
| YTD | -27.6% | +18.9% | -46.5% | -28.4% |
| 1Y | +6.6% | +46.5% | -39.9% | +3.7% |
| All | +537.1% | -42.7% | +579.8% | +588.2% |
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 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