-52.0%
ROKU vs MOH
-19.7%
-32.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.4% |
| 7D | -0.4% | +1.7% | -2.1% | -0.6% |
| 30D | +2.1% | -0.9% | +3.0% | +2.1% |
| 3M | +29.5% | +5.7% | +23.8% | +28.7% |
| 6M | +53.8% | +39.1% | +14.7% | +49.0% |
| YTD | +42.8% | +17.7% | +25.1% | +39.6% |
| 1Y | +60.7% | +8.4% | +52.4% | +57.8% |
| 3Y | +83.9% | -36.6% | +120.5% | +83.9% |
| All | -52.0% | -19.7% | -32.3% | -55.0% |
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 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