-65.7%
PL vs MOH
+11.9%
-77.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.8% |
| 7D | +13.4% | -7.6% | +20.9% | +12.1% |
| 30D | -10.2% | +2.4% | -12.5% | -9.3% |
| 3M | -39.5% | +7.6% | -47.1% | -38.8% |
| 6M | -65.7% | +13.0% | -78.7% | -60.5% |
| All | -65.7% | +11.9% | -77.6% | -60.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling