+26.5%
SW vs MOH
+47.1%
-20.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | -2.6% | -7.6% | +5.0% | -2.0% |
| 30D | +7.2% | +2.4% | +4.8% | +7.0% |
| 3M | -10.5% | +7.6% | -18.0% | -10.8% |
| 6M | +9.9% | +13.0% | -3.1% | +8.8% |
| YTD | +17.2% | +20.6% | -3.3% | +12.4% |
| 1Y | +26.5% | +45.8% | -19.3% | +8.2% |
| All | +26.5% | +47.1% | -20.6% | +8.2% |
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