+19,988.0%
STRL vs MOH
+1,302.1%
+18,685.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.5% | +3.7% |
| 7D | +10.1% | -3.3% | +13.4% | +10.8% |
| 30D | -8.2% | -0.1% | -8.1% | -8.3% |
| 3M | -43.7% | -1.1% | -42.6% | -44.0% |
| 6M | +27.1% | +35.9% | -8.8% | +17.8% |
| YTD | +64.0% | +13.1% | +50.9% | +54.8% |
| 1Y | +75.2% | +11.8% | +63.3% | +64.0% |
| 3Y | +539.9% | -38.7% | +578.7% | +545.9% |
| 5Y | +2,133.0% | -25.1% | +2,158.1% | +2,018.9% |
| 10Y | +7,178.3% | +243.8% | +6,934.4% | +4,425.0% |
| All | +19,988.0% | +1,302.1% | +18,685.9% | +9,121.0% |
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