+128.3%
PM vs MOH
-37.5%
+165.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +2.1% |
| 7D | +1.9% | -1.3% | +3.2% | +2.0% |
| 30D | +1.9% | +3.0% | -1.0% | +1.8% |
| 3M | +4.6% | +1.2% | +3.4% | +4.4% |
| 6M | +11.7% | +41.7% | -30.0% | +9.9% |
| YTD | +20.4% | +15.4% | +4.9% | +19.0% |
| 1Y | +19.0% | +11.8% | +7.2% | +17.5% |
| All | +128.3% | -37.5% | +165.8% | +129.0% |
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