+86.2%
PR vs MOH
+242.5%
-156.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -0.8% | -4.2% | +3.4% | -0.3% |
| 30D | +11.3% | -2.4% | +13.6% | +11.5% |
| 3M | +24.1% | -4.4% | +28.5% | +24.3% |
| 6M | +25.4% | +32.9% | -7.6% | +19.9% |
| YTD | +71.2% | +11.9% | +59.4% | +65.8% |
| 1Y | +78.6% | +6.9% | +71.7% | +73.1% |
| 3Y | +85.2% | -39.4% | +124.7% | +88.7% |
| 5Y | +419.0% | -25.0% | +444.0% | +407.1% |
| 10Y | +86.2% | +244.9% | -158.6% | +47.6% |
| All | +86.2% | +242.5% | -156.3% | +47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling