-54.3%
S vs MOH
-23.6%
-30.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | 0.0% | -2.0% |
| 7D | -5.8% | -3.3% | -2.5% | -5.5% |
| 30D | -9.2% | -0.1% | -9.1% | -9.2% |
| 3M | +23.4% | -1.1% | +24.4% | +23.5% |
| 6M | +36.9% | +35.9% | +1.1% | +32.6% |
| YTD | +29.5% | +13.1% | +16.4% | +26.6% |
| 1Y | +5.4% | +11.8% | -6.4% | +2.5% |
| 3Y | +14.7% | -38.7% | +53.4% | +16.8% |
| 5Y | -71.5% | -25.1% | -46.4% | -70.6% |
| All | -54.3% | -23.6% | -30.7% | -50.4% |
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