-19.5%
SAP vs MOH
+18.1%
-37.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.9% |
| 7D | -2.9% | +0.4% | -3.3% | -2.9% |
| 30D | +9.0% | +2.9% | +6.1% | +9.1% |
| 3M | +14.9% | +4.1% | +10.8% | +15.6% |
| 6M | +11.9% | +33.8% | -21.9% | +14.5% |
| YTD | -9.9% | +15.7% | -25.6% | -8.0% |
| 1Y | -19.5% | +17.5% | -37.1% | -19.8% |
| All | -19.5% | +18.1% | -37.7% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling