+159.2%
PR vs MOH
+239.0%
-79.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.6% |
| 7D | -0.5% | -7.6% | +7.1% | +0.5% |
| 30D | -4.6% | +2.4% | -7.0% | -5.1% |
| 3M | +4.7% | +7.6% | -2.9% | +3.4% |
| 6M | +12.4% | +13.0% | -0.5% | +10.0% |
| YTD | +62.9% | +20.6% | +42.3% | +56.1% |
| 1Y | +70.6% | +45.8% | +24.8% | +59.2% |
| 3Y | +90.0% | -41.6% | +131.6% | +95.4% |
| 5Y | +255.5% | -33.1% | +288.6% | +254.3% |
| 10Y | +78.7% | +340.2% | -261.5% | +46.5% |
| All | +159.2% | +239.0% | -79.9% | +112.3% |
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