-22.1%
ROP vs MOH
+18.1%
-40.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.5% | -3.5% |
| 7D | -4.4% | +0.4% | -4.8% | -4.5% |
| 30D | +3.2% | +2.9% | +0.3% | +3.1% |
| 3M | +23.1% | +4.1% | +18.9% | +22.3% |
| 6M | +13.3% | +33.8% | -20.5% | +10.5% |
| YTD | -7.9% | +15.7% | -23.6% | -9.3% |
| 1Y | -22.1% | +17.5% | -39.6% | -22.6% |
| All | -22.1% | +18.1% | -40.2% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling