+14.9%
PSA vs MOH
-19.7%
+34.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.4% |
| 7D | -1.8% | +1.7% | -3.5% | -2.1% |
| 30D | -8.4% | -0.9% | -7.5% | -8.3% |
| 3M | -7.8% | +5.7% | -13.5% | -8.8% |
| 6M | +0.8% | +39.1% | -38.3% | -4.4% |
| YTD | +16.5% | +17.7% | -1.2% | +12.0% |
| 1Y | +4.7% | +8.4% | -3.7% | +1.4% |
| 3Y | +21.1% | -36.6% | +57.6% | +24.2% |
| All | +14.9% | -19.7% | +34.6% | +14.6% |
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 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