+397.8%
RMBS vs MOH
+1,358.8%
-961.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.5% |
| 7D | +1.8% | +1.7% | +0.1% | +1.4% |
| 30D | -13.9% | -0.9% | -13.0% | -13.8% |
| 3M | -39.8% | +5.7% | -45.5% | -40.9% |
| 6M | -6.0% | +39.1% | -45.1% | -13.3% |
| YTD | -5.4% | +17.7% | -23.0% | -11.0% |
| 1Y | -1.8% | +8.4% | -10.2% | -7.2% |
| 3Y | +53.7% | -36.6% | +90.2% | +54.3% |
| 5Y | +268.5% | -19.1% | +287.6% | +243.4% |
| 10Y | +563.9% | +262.8% | +301.1% | +298.8% |
| All | +397.8% | +1,358.8% | -961.0% | +69.0% |
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 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