+755.0%
SW vs MOH
+968.1%
-213.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.2% |
| 6M | +3.5% | +33.8% | -30.3% | +2.4% |
| YTD | +22.0% | +15.7% | +6.3% | +21.0% |
| 1Y | +2.2% | +17.5% | -15.3% | +1.2% |
| 3Y | +19.6% | -35.3% | +54.9% | +19.8% |
| 5Y | -2.3% | -26.9% | +24.6% | -2.6% |
| 10Y | +181.4% | +262.9% | -81.6% | +171.5% |
| All | +755.0% | +968.1% | -213.1% | +730.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling