+177.6%
QLD vs MOH
-38.7%
+216.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | -0.2% |
| 7D | +3.0% | -3.3% | +6.3% | +2.9% |
| 30D | -1.8% | -0.1% | -1.7% | -1.8% |
| 3M | -1.8% | -1.1% | -0.7% | -1.8% |
| 6M | +36.9% | +35.9% | +1.0% | +37.2% |
| YTD | +28.7% | +13.1% | +15.6% | +28.8% |
| 1Y | +41.9% | +11.8% | +30.1% | +41.9% |
| All | +177.6% | -38.7% | +216.4% | +163.4% |
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