-53.5%
S vs MOH
-20.5%
-33.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -0.7% | +1.7% | -2.4% | -0.8% |
| 30D | -11.4% | -0.9% | -10.5% | -11.4% |
| 3M | +33.8% | +5.7% | +28.1% | +33.1% |
| 6M | +39.5% | +39.1% | +0.4% | +34.7% |
| YTD | +31.7% | +17.7% | +14.0% | +28.2% |
| 1Y | +7.0% | +8.4% | -1.4% | +4.8% |
| 3Y | +11.8% | -36.6% | +48.3% | +13.6% |
| 5Y | -69.0% | -19.1% | -49.9% | -67.7% |
| All | -53.5% | -20.5% | -33.0% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling