+338.0%
RF vs MOH
+264.4%
+73.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.3% |
| 7D | -1.0% | +1.7% | -2.7% | -1.2% |
| 30D | -3.7% | -0.9% | -2.8% | -3.6% |
| 3M | +5.3% | +5.7% | -0.4% | +4.2% |
| 6M | +17.2% | +39.1% | -21.9% | +10.8% |
| YTD | +14.5% | +17.7% | -3.2% | +9.7% |
| 1Y | +15.9% | +8.4% | +7.6% | +12.0% |
| 3Y | +91.2% | -36.6% | +127.7% | +93.8% |
| 5Y | +90.0% | -19.1% | +109.1% | +79.2% |
| All | +338.0% | +264.4% | +73.6% | +217.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling