-15.0%
ROP vs MOH
-19.7%
+4.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.2% |
| 7D | -4.6% | +1.7% | -6.3% | -4.8% |
| 30D | -1.7% | -0.9% | -0.8% | -1.6% |
| 3M | +17.1% | +5.7% | +11.4% | +15.9% |
| 6M | +10.9% | +39.1% | -28.3% | +5.9% |
| YTD | -12.1% | +17.7% | -29.8% | -14.9% |
| 1Y | -24.2% | +8.4% | -32.6% | -26.0% |
| 3Y | -20.4% | -36.6% | +16.2% | -18.2% |
| All | -15.0% | -19.7% | +4.7% | -19.2% |
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