+70.3%
T vs MOH
+264.4%
-194.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.8% |
| 7D | +1.5% | +1.7% | -0.2% | +1.3% |
| 30D | +7.5% | -0.9% | +8.4% | +7.5% |
| 3M | +14.8% | +5.7% | +9.1% | +13.9% |
| 6M | -1.7% | +39.1% | -40.9% | -5.7% |
| YTD | +8.7% | +17.7% | -9.0% | +5.6% |
| 1Y | -7.5% | +8.4% | -15.8% | -9.6% |
| 3Y | +110.2% | -36.6% | +146.8% | +113.7% |
| 5Y | +71.6% | -19.1% | +90.7% | +67.0% |
| All | +70.3% | +264.4% | -194.1% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling