+20.7%
SE vs MOH
+34.3%
-13.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -4.0% |
| 7D | -3.6% | -4.2% | +0.6% | -3.3% |
| 30D | -5.3% | -2.4% | -2.9% | -5.1% |
| 3M | +28.1% | -4.4% | +32.5% | +29.9% |
| 6M | +20.7% | +32.9% | -12.3% | +21.9% |
| All | +20.7% | +34.3% | -13.7% | +21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling