+87.0%
RF vs MOH
-26.3%
+113.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -0.1% | -4.2% | +4.1% | +0.1% |
| 30D | -4.0% | -2.4% | -1.7% | -3.9% |
| 3M | +5.6% | -4.4% | +10.0% | +5.7% |
| 6M | +13.1% | +32.9% | -19.9% | +11.3% |
| YTD | +13.6% | +11.9% | +1.7% | +12.4% |
| 1Y | +16.0% | +6.9% | +9.0% | +14.8% |
| 3Y | +90.2% | -39.4% | +129.6% | +89.7% |
| 5Y | +87.0% | -25.0% | +111.9% | +70.5% |
| All | +87.0% | -26.3% | +113.3% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling