+894.9%
SAP vs MOH
+1,302.1%
-407.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -1.4% |
| 7D | -0.3% | -3.3% | +3.1% | +0.2% |
| 30D | +2.6% | -0.1% | +2.7% | +2.5% |
| 3M | +16.3% | -1.1% | +17.3% | +16.1% |
| 6M | +6.4% | +35.9% | -29.5% | +0.7% |
| YTD | -11.4% | +13.1% | -24.5% | -14.8% |
| 1Y | -20.4% | +11.8% | -32.2% | -23.8% |
| 3Y | +56.5% | -38.7% | +95.3% | +59.9% |
| 5Y | +56.8% | -25.1% | +81.9% | +53.0% |
| 10Y | +176.2% | +243.8% | -67.6% | +99.4% |
| All | +894.9% | +1,302.1% | -407.3% | +453.9% |
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