+76.9%
SPY vs MOH
-36.3%
+113.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.8% |
| 7D | -0.8% | +1.7% | -2.5% | -0.8% |
| 30D | -1.1% | -0.9% | -0.2% | -1.1% |
| 3M | +3.9% | +5.7% | -1.8% | +3.8% |
| 6M | +13.6% | +39.1% | -25.5% | +13.0% |
| YTD | +12.7% | +17.7% | -5.0% | +12.2% |
| 1Y | +17.5% | +8.4% | +9.1% | +17.2% |
| 3Y | +76.9% | -36.6% | +113.5% | +74.6% |
| All | +76.9% | -36.3% | +113.2% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling