-14.8%
STZ vs MOH
+11.9%
-26.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -5.5% |
| 7D | -7.4% | -3.3% | -4.1% | -7.2% |
| 30D | -10.9% | -0.1% | -10.8% | -10.8% |
| 3M | -13.4% | -1.1% | -12.4% | -13.3% |
| 6M | -16.2% | +35.9% | -52.1% | -17.5% |
| YTD | -10.4% | +13.1% | -23.6% | -10.6% |
| 1Y | -14.8% | +11.8% | -26.6% | -17.7% |
| All | -14.8% | +11.9% | -26.6% | -17.7% |
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