+526.2%
STRL vs MOH
-37.5%
+563.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.2% | -1.8% |
| 7D | +5.4% | -1.3% | +6.7% | +5.3% |
| 30D | -9.0% | +3.0% | -11.9% | -8.7% |
| 3M | -37.1% | +1.2% | -38.3% | -36.9% |
| 6M | +17.8% | +41.7% | -23.9% | +21.2% |
| YTD | +58.3% | +15.4% | +42.9% | +60.9% |
| 1Y | +61.0% | +11.8% | +49.2% | +63.0% |
| All | +526.2% | -37.5% | +563.7% | +538.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling