+961.2%
RSP vs MOH
+1,330.6%
-369.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.2% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | -3.4% | +3.0% | -6.4% | -4.0% |
| 3M | +3.6% | +1.2% | +2.4% | +3.0% |
| 6M | +9.0% | +41.7% | -32.8% | +1.6% |
| YTD | +12.2% | +15.4% | -3.2% | +7.1% |
| 1Y | +15.6% | +11.8% | +3.8% | +10.1% |
| 3Y | +51.6% | -37.5% | +89.2% | +54.8% |
| 5Y | +50.4% | -20.6% | +71.1% | +45.2% |
| 10Y | +207.7% | +255.8% | -48.1% | +113.1% |
| All | +961.2% | +1,330.6% | -369.3% | +411.3% |
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