+169.5%
PR vs MOH
+225.3%
-55.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +2.9% | +0.4% | +2.5% | +2.9% |
| 30D | +18.0% | +2.9% | +15.1% | +17.5% |
| 3M | +16.9% | +4.1% | +12.7% | +15.8% |
| 6M | +28.2% | +33.8% | -5.6% | +22.8% |
| YTD | +69.3% | +15.7% | +53.6% | +63.6% |
| 1Y | +69.5% | +17.5% | +52.0% | +62.4% |
| 3Y | +81.7% | -35.3% | +117.0% | +83.0% |
| 5Y | +422.2% | -26.9% | +449.2% | +414.3% |
| 10Y | +110.4% | +262.9% | -152.5% | +73.5% |
| All | +169.5% | +225.3% | -55.9% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling