-20.4%
ROP vs MOH
-37.5%
+17.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -0.7% |
| 7D | -8.0% | -1.3% | -6.7% | -7.9% |
| 30D | -2.7% | +3.0% | -5.7% | -3.0% |
| 3M | +16.6% | +1.2% | +15.4% | +16.2% |
| 6M | +10.4% | +41.7% | -31.4% | +7.0% |
| YTD | -12.1% | +15.4% | -27.5% | -13.7% |
| 1Y | -23.6% | +11.8% | -35.4% | -24.8% |
| All | -20.4% | -37.5% | +17.1% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling