+79.0%
PL vs MOH
-26.8%
+105.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | -7.5% | -3.3% | -4.2% | -7.3% |
| 30D | -25.6% | -0.1% | -25.5% | -25.6% |
| 3M | -45.6% | -1.1% | -44.5% | -45.6% |
| 6M | -29.5% | +35.9% | -65.4% | -32.0% |
| YTD | -9.7% | +13.1% | -22.8% | -12.1% |
| 1Y | +84.4% | +11.8% | +72.5% | +78.5% |
| 3Y | +550.0% | -38.7% | +588.7% | +564.1% |
| 5Y | +79.0% | -25.1% | +104.1% | +74.4% |
| All | +79.0% | -26.8% | +105.8% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling