-15.2%
RDW vs MOH
+43.5%
-58.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -4.3% | -15.5% | -20.9% |
| 7D | -32.4% | +8.9% | -41.3% | -30.6% |
| 30D | -41.7% | +11.0% | -52.7% | -39.8% |
| 3M | -42.3% | +11.0% | -53.3% | -40.2% |
| 6M | -28.8% | +12.7% | -41.5% | -24.1% |
| YTD | -18.6% | +24.8% | -43.4% | -25.4% |
| 1Y | -15.2% | +44.7% | -59.9% | -37.2% |
| All | -15.2% | +43.5% | -58.7% | -37.2% |
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