-4.9%
SHOP vs MOH
+53.5%
-58.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.9% | -1.6% | +6.5% |
| 7D | -9.0% | +14.3% | -23.3% | -10.0% |
| 30D | -4.4% | +16.7% | -21.1% | -5.6% |
| 3M | +24.1% | +18.3% | +5.8% | +22.6% |
| 6M | +20.0% | +15.8% | +4.2% | +19.4% |
| YTD | -4.9% | +30.5% | -35.4% | -4.7% |
| 1Y | -4.9% | +49.3% | -54.2% | -6.7% |
| All | -4.9% | +53.5% | -58.4% | -6.7% |
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