+339.6%
SLV vs MOH
+847.0%
-507.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.3% |
| 7D | +2.8% | -4.2% | +7.0% | +3.0% |
| 30D | +2.2% | -2.4% | +4.6% | +2.3% |
| 3M | +2.9% | -4.4% | +7.3% | +3.0% |
| 6M | -22.4% | +32.9% | -55.4% | -23.8% |
| YTD | -5.7% | +11.9% | -17.6% | -6.8% |
| 1Y | +63.3% | +6.9% | +56.4% | +61.5% |
| 3Y | +189.0% | -39.4% | +228.4% | +191.5% |
| 5Y | +172.7% | -25.0% | +197.6% | +169.8% |
| 10Y | +235.3% | +244.9% | -9.6% | +193.7% |
| All | +339.6% | +847.0% | -507.4% | +201.7% |
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 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