+28.2%
SW vs MOH
+40.2%
-12.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | +1.8% | -2.4% | +4.3% | +2.0% |
| 30D | +7.0% | +3.3% | +3.8% | +6.9% |
| 3M | -7.6% | +3.5% | -11.1% | -7.8% |
| 6M | +8.5% | +9.4% | -0.8% | +7.7% |
| YTD | +17.7% | +17.2% | +0.5% | +13.0% |
| All | +28.2% | +40.2% | -12.1% | +9.7% |
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