+150.1%
STLD vs MOH
-39.4%
+189.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -2.8% | -4.2% | +1.4% | -2.8% |
| 30D | -10.4% | -2.4% | -8.0% | -10.4% |
| 3M | -10.6% | -4.4% | -6.2% | -10.6% |
| 6M | +32.7% | +32.9% | -0.2% | +32.4% |
| YTD | +42.8% | +11.9% | +30.9% | +42.7% |
| 1Y | +86.9% | +6.9% | +80.0% | +86.6% |
| All | +150.1% | -39.4% | +189.5% | +142.6% |
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