-24.2%
ROP vs MOH
+4.9%
-29.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | -4.6% | +1.7% | -6.3% | -4.7% |
| 30D | -1.7% | -0.9% | -0.8% | -1.6% |
| 3M | +17.1% | +5.7% | +11.4% | +16.2% |
| 6M | +10.9% | +39.1% | -28.3% | +7.8% |
| YTD | -12.1% | +17.7% | -29.8% | -13.6% |
| 1Y | -24.2% | +8.4% | -32.6% | -22.9% |
| All | -24.2% | +4.9% | -29.2% | -22.9% |
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