+68.5%
STRL vs MOH
+18.1%
+50.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +5.6% |
| 7D | +3.4% | +0.4% | +3.0% | +3.5% |
| 30D | -9.2% | +2.9% | -12.1% | -8.9% |
| 3M | -51.0% | +4.1% | -55.2% | -50.7% |
| 6M | +15.8% | +33.8% | -18.1% | +19.0% |
| YTD | +58.9% | +15.7% | +43.2% | +60.7% |
| 1Y | +68.5% | +17.5% | +51.0% | +68.4% |
| All | +68.5% | +18.1% | +50.4% | +68.4% |
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