+2,605.6%
RMD vs MOH
+1,286.6%
+1,319.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -4.7% | -4.2% | -0.5% | -4.1% |
| 30D | +0.2% | -2.4% | +2.6% | +0.5% |
| 3M | +12.0% | -4.4% | +16.4% | +12.4% |
| 6M | -12.5% | +32.9% | -45.5% | -17.1% |
| YTD | -7.9% | +11.9% | -19.8% | -11.3% |
| 1Y | -20.4% | +6.9% | -27.3% | -23.2% |
| 3Y | +53.1% | -39.4% | +92.5% | +56.8% |
| 5Y | -22.1% | -25.0% | +2.8% | -23.6% |
| 10Y | +275.4% | +244.9% | +30.5% | +177.1% |
| All | +2,605.6% | +1,286.6% | +1,319.0% | +1,465.4% |
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