+50.4%
RSP vs MOH
-23.8%
+74.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.0% |
| 7D | -3.1% | -1.3% | -1.8% | -3.0% |
| 30D | -3.4% | +3.0% | -6.4% | -3.7% |
| 3M | +3.6% | +1.2% | +2.4% | +3.3% |
| 6M | +9.0% | +41.7% | -32.8% | +5.0% |
| YTD | +12.2% | +15.4% | -3.2% | +9.5% |
| 1Y | +15.6% | +11.8% | +3.8% | +12.6% |
| 3Y | +51.6% | -37.5% | +89.2% | +53.9% |
| 5Y | +50.4% | -20.6% | +71.1% | +41.1% |
| All | +50.4% | -23.8% | +74.2% | +41.1% |
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 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