+475.9%
SITM vs MOH
-36.3%
+512.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.6% | +5.6% |
| 7D | +3.9% | +1.7% | +2.1% | +3.9% |
| 30D | -6.6% | -0.9% | -5.7% | -6.6% |
| 3M | -11.9% | +5.7% | -17.6% | -11.7% |
| 6M | +81.1% | +39.1% | +42.0% | +81.2% |
| YTD | +80.0% | +17.7% | +62.3% | +79.7% |
| 1Y | +145.8% | +8.4% | +137.5% | +145.1% |
| 3Y | +475.9% | -36.6% | +512.4% | +476.2% |
| All | +475.9% | -36.3% | +512.2% | +476.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling