+39.2%
SN vs MOH
+4.9%
+34.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.0% |
| 7D | -7.3% | +1.7% | -9.0% | -7.1% |
| 30D | -13.6% | -0.9% | -12.7% | -13.6% |
| 3M | +18.6% | +5.7% | +12.9% | +19.3% |
| 6M | +46.0% | +39.1% | +6.8% | +49.9% |
| YTD | +43.7% | +17.7% | +26.0% | +46.7% |
| 1Y | +39.2% | +8.4% | +30.8% | +34.5% |
| All | +39.2% | +4.9% | +34.2% | +34.5% |
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