+12.3%
RDW vs MOH
+44.5%
-32.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -1.1% |
| 7D | +0.9% | +1.7% | -0.9% | +1.9% |
| 30D | -21.3% | -0.9% | -20.4% | -21.8% |
| 3M | -37.9% | +5.7% | -43.6% | -32.1% |
| 6M | +12.3% | +39.1% | -26.9% | +37.5% |
| All | +12.3% | +44.5% | -32.2% | +37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling