+303.6%
STM vs MOH
+1,302.1%
-998.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | +5.2% | -3.3% | +8.5% | +6.0% |
| 30D | -7.4% | -0.1% | -7.3% | -7.5% |
| 3M | -30.6% | -1.1% | -29.6% | -30.6% |
| 6M | +66.4% | +35.9% | +30.5% | +54.7% |
| YTD | +101.1% | +13.1% | +88.0% | +91.4% |
| 1Y | +97.4% | +11.8% | +85.6% | +87.8% |
| 3Y | +21.1% | -38.7% | +59.9% | +25.0% |
| 5Y | +22.5% | -25.1% | +47.6% | +18.8% |
| 10Y | +657.6% | +243.8% | +413.8% | +386.3% |
| All | +303.6% | +1,302.1% | -998.5% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling