-25.9%
STRL vs MOH
+53.5%
-79.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +8.9% | -30.4% | -19.6% |
| 7D | -27.1% | +14.3% | -41.4% | -24.8% |
| 30D | -45.8% | +16.7% | -62.5% | -43.9% |
| 3M | -47.6% | +18.3% | -65.9% | -45.6% |
| 6M | -46.4% | +15.8% | -62.2% | -44.4% |
| YTD | -7.4% | +30.5% | -37.8% | -6.3% |
| 1Y | -25.9% | +49.3% | -75.1% | -28.7% |
| All | -25.9% | +53.5% | -79.3% | -28.7% |
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