+142.5%
QLD vs MOH
-42.7%
+185.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.2% |
| 7D | -3.8% | -0.7% | -3.1% | -3.7% |
| 30D | -20.5% | +4.8% | -25.3% | -20.4% |
| 3M | -14.6% | +3.8% | -18.4% | -14.5% |
| 6M | -14.7% | +11.0% | -25.6% | -14.4% |
| YTD | +11.2% | +18.9% | -7.7% | +11.6% |
| 1Y | +7.1% | +46.5% | -39.4% | +7.4% |
| All | +142.5% | -42.7% | +185.3% | +146.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling