+3.5%
SW vs MOH
+39.4%
-35.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | -5.1% | +0.4% | -5.5% | -5.1% |
| 30D | -4.6% | +2.9% | -7.5% | -4.7% |
| 3M | +9.4% | +4.1% | +5.2% | +8.3% |
| 6M | +3.5% | +33.8% | -30.3% | -3.9% |
| All | +3.5% | +39.4% | -35.9% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling