+559.3%
ROKU vs MOH
+207.6%
+351.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.2% |
| 7D | -0.4% | +1.7% | -2.1% | -0.7% |
| 30D | +2.1% | -0.9% | +3.0% | +2.2% |
| 3M | +29.5% | +5.7% | +23.8% | +27.8% |
| 6M | +53.8% | +39.1% | +14.7% | +43.3% |
| YTD | +42.8% | +17.7% | +25.1% | +35.7% |
| 1Y | +60.7% | +8.4% | +52.4% | +53.9% |
| 3Y | +83.9% | -36.6% | +120.5% | +87.2% |
| 5Y | -52.8% | -19.1% | -33.7% | -56.0% |
| All | +559.3% | +207.6% | +351.7% | +341.6% |
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