+2,273.0%
ROP vs MOH
+1,286.6%
+986.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -6.1% | -4.2% | -1.9% | -5.4% |
| 30D | -3.4% | -2.4% | -1.0% | -3.0% |
| 3M | +16.7% | -4.4% | +21.1% | +17.1% |
| 6M | +8.1% | +32.9% | -24.9% | +1.4% |
| YTD | -11.7% | +11.9% | -23.5% | -15.5% |
| 1Y | -24.2% | +6.9% | -31.2% | -27.3% |
| 3Y | -19.0% | -39.4% | +20.5% | -16.3% |
| 5Y | -15.9% | -25.0% | +9.1% | -17.7% |
| 10Y | +135.7% | +244.9% | -109.2% | +60.6% |
| All | +2,273.0% | +1,286.6% | +986.3% | +939.6% |
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