+14.7%
QLD vs MOH
+53.5%
-38.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.9% | -7.1% | +2.4% |
| 7D | -9.4% | +14.3% | -23.7% | -8.7% |
| 30D | -17.1% | +16.7% | -33.7% | -16.3% |
| 3M | -10.4% | +18.3% | -28.7% | -9.5% |
| 6M | +0.7% | +15.8% | -15.1% | +1.9% |
| YTD | +17.7% | +30.5% | -12.7% | +19.3% |
| 1Y | +14.7% | +49.3% | -34.6% | +15.8% |
| All | +14.7% | +53.5% | -38.8% | +15.8% |
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