+45.4%
SMR vs MOH
-36.3%
+81.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.0% | -17.6% | -15.3% |
| 7D | -11.2% | +1.7% | -12.9% | -10.8% |
| 30D | -10.2% | -0.9% | -9.3% | -10.1% |
| 3M | -10.0% | +5.7% | -15.7% | -8.4% |
| 6M | -30.5% | +39.1% | -69.6% | -25.3% |
| YTD | -39.2% | +17.7% | -56.9% | -35.7% |
| 1Y | -75.5% | +8.4% | -83.9% | -74.5% |
| 3Y | +45.4% | -36.6% | +82.0% | +43.3% |
| All | +45.4% | -36.3% | +81.7% | +43.3% |
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