+714.9%
SO vs MOH
+1,286.6%
-571.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | 0.0% | -4.2% | +4.2% | +0.4% |
| 30D | -2.5% | -2.4% | -0.1% | -2.3% |
| 3M | -4.2% | -4.4% | +0.2% | -4.0% |
| 6M | -7.7% | +32.9% | -40.6% | -10.4% |
| YTD | +3.8% | +11.9% | -8.1% | +1.8% |
| 1Y | +0.1% | +6.9% | -6.9% | -1.8% |
| 3Y | +44.2% | -39.4% | +83.6% | +46.5% |
| 5Y | +57.9% | -25.0% | +82.8% | +56.7% |
| 10Y | +162.0% | +244.9% | -82.9% | +129.0% |
| All | +714.9% | +1,286.6% | -571.7% | +536.4% |
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