+85.5%
PR vs MOH
-37.8%
+123.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +1.3% |
| 7D | -0.6% | -3.3% | +2.7% | -0.6% |
| 30D | +17.4% | -0.1% | +17.4% | +17.3% |
| 3M | +21.8% | -1.1% | +22.8% | +21.7% |
| 6M | +27.6% | +35.9% | -8.3% | +27.3% |
| YTD | +71.4% | +13.1% | +58.3% | +70.5% |
| 1Y | +78.3% | +11.8% | +66.5% | +77.1% |
| 3Y | +85.5% | -38.7% | +124.2% | +81.8% |
| All | +85.5% | -37.8% | +123.3% | +81.8% |
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