+2,192.6%
RSG vs MOH
+1,358.8%
+833.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | 0.0% | +1.7% | -1.7% | -0.2% |
| 30D | +4.0% | -0.9% | +4.8% | +4.0% |
| 3M | +7.4% | +5.7% | +1.7% | +6.2% |
| 6M | +0.1% | +39.1% | -39.0% | -5.1% |
| YTD | +6.0% | +17.7% | -11.7% | +1.9% |
| 1Y | -3.0% | +8.4% | -11.4% | -6.1% |
| 3Y | +56.5% | -36.6% | +93.1% | +59.4% |
| 5Y | +90.9% | -19.1% | +110.0% | +86.0% |
| 10Y | +428.7% | +262.8% | +165.9% | +295.3% |
| All | +2,192.6% | +1,358.8% | +833.8% | +1,167.7% |
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