+33.0%
Q vs MOH
+24.6%
+8.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.5% |
| 7D | +4.9% | +1.7% | +3.2% | +5.0% |
| 30D | -11.0% | -0.9% | -10.1% | -10.9% |
| 3M | -15.2% | +5.7% | -20.9% | -15.3% |
| 6M | +8.8% | +39.1% | -30.3% | +8.5% |
| YTD | +55.1% | +17.7% | +37.4% | +51.6% |
| All | +33.0% | +24.6% | +8.3% | +26.5% |
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