+17.7%
STM vs MOH
-23.8%
+41.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.7% | -2.0% |
| 7D | -1.1% | -1.3% | +0.2% | -0.9% |
| 30D | -7.8% | +3.0% | -10.8% | -8.3% |
| 3M | -28.2% | +1.2% | -29.4% | -28.2% |
| 6M | +52.0% | +41.7% | +10.3% | +45.2% |
| YTD | +96.4% | +15.4% | +81.0% | +90.5% |
| 1Y | +98.8% | +11.8% | +87.0% | +94.0% |
| 3Y | +18.3% | -37.5% | +55.8% | +17.2% |
| 5Y | +17.7% | -20.6% | +38.4% | +9.2% |
| All | +17.7% | -23.8% | +41.5% | +9.2% |
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