-22.3%
SYK vs MOH
+18.1%
-40.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.5% |
| 7D | -8.3% | +0.4% | -8.7% | -8.4% |
| 30D | -10.1% | +2.9% | -13.0% | -10.2% |
| 3M | +0.9% | +4.1% | -3.2% | +0.3% |
| 6M | -20.2% | +33.8% | -54.0% | -22.1% |
| YTD | -13.3% | +15.7% | -29.0% | -15.1% |
| 1Y | -22.3% | +17.5% | -39.9% | -25.3% |
| All | -22.3% | +18.1% | -40.5% | -25.3% |
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