-25.8%
TE vs MOH
+53.5%
-79.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.9% | -12.5% | +0.1% |
| 7D | +3.8% | +14.3% | -10.5% | +9.9% |
| 30D | -26.2% | +16.7% | -42.9% | -20.9% |
| 3M | -49.7% | +18.3% | -68.0% | -45.4% |
| 6M | -46.5% | +15.8% | -62.3% | -40.4% |
| YTD | -59.1% | +30.5% | -89.6% | -52.1% |
| 1Y | -25.8% | +49.3% | -75.1% | -10.7% |
| All | -25.8% | +53.5% | -79.3% | -10.7% |
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