+48.8%
SW vs MOH
-41.7%
+90.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | +2.2% | -0.7% | +2.9% | +2.2% |
| 30D | +7.4% | +4.8% | +2.7% | +7.1% |
| 3M | -5.9% | +3.8% | -9.7% | -6.2% |
| 6M | +9.0% | +11.0% | -2.0% | +8.0% |
| YTD | +18.1% | +18.9% | -0.8% | +16.0% |
| 1Y | +28.7% | +46.5% | -17.8% | +24.5% |
| 3Y | +48.8% | -42.4% | +91.1% | +53.2% |
| All | +48.8% | -41.7% | +90.4% | +53.2% |
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 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