+937.9%
STRL vs MOH
-33.1%
+971.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | +15.7% | +0.2% | +15.4% | +15.7% |
| 30D | -35.5% | +0.1% | -35.6% | -35.3% |
| 3M | -47.1% | +1.8% | -49.0% | -47.0% |
| 6M | -65.8% | +9.1% | -74.9% | -65.7% |
| YTD | -4.5% | +20.7% | -25.2% | -4.5% |
| 1Y | -10.5% | +51.3% | -61.8% | -11.2% |
| 3Y | +340.6% | -42.0% | +382.6% | +356.4% |
| All | +937.9% | -33.1% | +971.0% | +921.2% |
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