+534.6%
T vs MOH
+1,286.6%
-752.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -3.1% | -4.2% | +1.1% | -2.6% |
| 30D | +4.6% | -2.4% | +6.9% | +4.8% |
| 3M | +12.2% | -4.4% | +16.6% | +12.5% |
| 6M | -6.5% | +32.9% | -39.4% | -9.9% |
| YTD | +4.9% | +11.9% | -7.0% | +2.3% |
| 1Y | -10.5% | +6.9% | -17.4% | -12.6% |
| 3Y | +104.6% | -39.4% | +144.0% | +108.4% |
| 5Y | +64.2% | -25.0% | +89.2% | +61.9% |
| 10Y | +68.4% | +244.9% | -176.4% | +35.4% |
| All | +534.6% | +1,286.6% | -752.1% | +283.6% |
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