+293.4%
SN vs MOH
-33.7%
+327.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.1% | -3.8% |
| 7D | -7.2% | -1.3% | -5.9% | -7.3% |
| 30D | -13.4% | +3.0% | -16.3% | -13.2% |
| 3M | +26.8% | +1.2% | +25.6% | +27.0% |
| 6M | +44.6% | +41.7% | +2.9% | +47.6% |
| YTD | +45.3% | +15.4% | +29.9% | +47.3% |
| 1Y | +40.1% | +11.8% | +28.3% | +41.5% |
| 3Y | +375.3% | -37.5% | +412.8% | +344.2% |
| All | +293.4% | -33.7% | +327.1% | +237.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling