+96.9%
PSX vs MOH
+53.5%
+43.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.9% | -13.5% | -4.9% |
| 7D | -5.2% | +14.3% | -19.5% | -5.8% |
| 30D | -3.7% | +16.7% | -20.4% | -4.5% |
| 3M | +26.8% | +18.3% | +8.4% | +25.4% |
| 6M | +47.3% | +15.8% | +31.5% | +46.1% |
| YTD | +105.4% | +30.5% | +74.9% | +99.2% |
| 1Y | +96.9% | +49.3% | +47.7% | +86.9% |
| All | +96.9% | +53.5% | +43.4% | +86.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling