+1.5%
SMR vs MOH
-34.6%
+36.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.7% | -5.1% |
| 7D | +4.7% | -1.3% | +6.0% | +4.6% |
| 30D | +3.2% | +3.0% | +0.3% | +3.8% |
| 3M | +9.9% | +1.2% | +8.7% | +10.6% |
| 6M | -15.1% | +41.7% | -56.8% | -10.9% |
| YTD | -27.9% | +15.4% | -43.4% | -25.4% |
| 1Y | -70.2% | +11.8% | -82.0% | -69.4% |
| 3Y | +72.5% | -37.5% | +110.0% | +67.9% |
| All | +1.5% | -34.6% | +36.1% | -2.2% |
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 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