-20.9%
RMD vs MOH
-19.7%
-1.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.8% |
| 7D | -4.4% | +1.7% | -6.1% | -4.6% |
| 30D | -3.1% | -0.9% | -2.3% | -3.1% |
| 3M | +13.8% | +5.7% | +8.1% | +12.8% |
| 6M | -8.6% | +39.1% | -47.7% | -12.2% |
| YTD | -8.6% | +17.7% | -26.3% | -11.3% |
| 1Y | -19.7% | +8.4% | -28.1% | -21.6% |
| 3Y | +48.4% | -36.6% | +84.9% | +49.3% |
| All | -20.9% | -19.7% | -1.3% | -25.3% |
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