-7.2%
SYK vs MOH
-37.5%
+30.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.1% | -2.2% |
| 7D | -12.3% | -1.3% | -11.0% | -12.2% |
| 30D | -22.4% | +3.0% | -25.4% | -22.6% |
| 3M | -12.3% | +1.2% | -13.5% | -12.6% |
| 6M | -24.3% | +41.7% | -66.0% | -26.6% |
| YTD | -22.8% | +15.4% | -38.2% | -24.2% |
| 1Y | -28.8% | +11.8% | -40.6% | -30.1% |
| All | -7.2% | -37.5% | +30.3% | -11.0% |
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