+419.0%
PR vs MOH
-26.3%
+445.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -0.8% | -4.2% | +3.4% | -0.4% |
| 30D | +11.3% | -2.4% | +13.6% | +11.4% |
| 3M | +24.1% | -4.4% | +28.5% | +24.3% |
| 6M | +25.4% | +32.9% | -7.6% | +21.1% |
| YTD | +71.2% | +11.9% | +59.4% | +66.8% |
| 1Y | +78.6% | +6.9% | +71.7% | +74.0% |
| 3Y | +85.2% | -39.4% | +124.7% | +85.2% |
| 5Y | +419.0% | -25.0% | +444.0% | +375.7% |
| All | +419.0% | -26.3% | +445.4% | +375.7% |
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