-47.3%
STZ vs MOH
-35.8%
-11.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.9% | +0.4% | -2.3% | -2.0% |
| 30D | -1.9% | +2.9% | -4.8% | -2.1% |
| 3M | -6.2% | +4.1% | -10.4% | -6.5% |
| 6M | -14.0% | +33.8% | -47.8% | -15.9% |
| YTD | -5.1% | +15.7% | -20.8% | -6.4% |
| 1Y | -9.6% | +17.5% | -27.1% | -11.1% |
| All | -47.3% | -35.8% | -11.5% | -46.0% |
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 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