+123.8%
STX vs MOH
+53.5%
+70.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.9% | -17.1% | -7.6% |
| 7D | -20.2% | +14.3% | -34.5% | -19.6% |
| 30D | -37.2% | +16.7% | -53.9% | -36.7% |
| 3M | -34.1% | +18.3% | -52.4% | -33.4% |
| 6M | -24.5% | +15.8% | -40.3% | -24.0% |
| YTD | +102.9% | +30.5% | +72.5% | +99.0% |
| 1Y | +123.8% | +49.3% | +74.5% | +119.5% |
| All | +123.8% | +53.5% | +70.3% | +119.5% |
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