+115.3%
SPOT vs MOH
-19.7%
+134.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.7% |
| 7D | -3.1% | +1.7% | -4.8% | -3.1% |
| 30D | +7.4% | -0.9% | +8.3% | +7.4% |
| 3M | +8.2% | +5.7% | +2.5% | +8.0% |
| 6M | +2.2% | +39.1% | -36.9% | +1.2% |
| YTD | -9.5% | +17.7% | -27.1% | -10.0% |
| 1Y | -23.8% | +8.4% | -32.2% | -24.2% |
| 3Y | +233.5% | -36.6% | +270.0% | +232.2% |
| All | +115.3% | -19.7% | +134.9% | +104.0% |
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