+96.5%
STM vs MOH
+53.5%
+43.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +8.9% | -15.0% | -6.5% |
| 7D | -6.0% | +14.3% | -20.3% | -6.8% |
| 30D | -20.9% | +16.7% | -37.6% | -21.9% |
| 3M | -15.8% | +18.3% | -34.1% | -17.3% |
| 6M | -17.0% | +15.8% | -32.8% | -17.2% |
| YTD | +76.8% | +30.5% | +46.3% | +69.6% |
| 1Y | +96.5% | +49.3% | +47.2% | +82.5% |
| All | +96.5% | +53.5% | +43.0% | +82.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling