+118.6%
RF vs MOH
+1,398.9%
-1,280.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | +0.4% | -3.1% | +3.5% | +1.1% |
| 30D | +5.6% | +0.2% | +5.4% | +5.3% |
| 3M | -8.9% | +1.8% | -10.7% | -9.7% |
| 6M | +7.1% | +9.5% | -2.4% | +3.4% |
| YTD | +8.3% | +20.9% | -12.6% | -0.6% |
| 1Y | +16.8% | +48.8% | -32.0% | +1.5% |
| 3Y | +115.0% | -41.4% | +156.4% | +122.3% |
| 5Y | +46.4% | -33.0% | +79.4% | +42.6% |
| 10Y | +230.2% | +341.5% | -111.3% | +67.1% |
| All | +118.6% | +1,398.9% | -1,280.3% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling