+12.1%
S vs MOH
-37.5%
+49.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.9% |
| 7D | +0.1% | -1.3% | +1.3% | +0.1% |
| 30D | -11.8% | +3.0% | -14.7% | -11.8% |
| 3M | +33.9% | +1.2% | +32.7% | +34.2% |
| 6M | +40.1% | +41.7% | -1.6% | +40.8% |
| YTD | +32.1% | +15.4% | +16.7% | +32.4% |
| 1Y | +11.0% | +11.8% | -0.8% | +11.2% |
| All | +12.1% | -37.5% | +49.6% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling