+148.6%
TE vs MOH
+18.1%
+130.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.1% |
| 7D | -4.0% | +0.4% | -4.4% | -3.9% |
| 30D | -15.9% | +2.9% | -18.8% | -15.1% |
| 3M | -60.5% | +4.1% | -64.7% | -59.7% |
| 6M | -35.2% | +33.8% | -69.0% | -31.4% |
| YTD | -31.1% | +15.7% | -46.8% | -28.9% |
| 1Y | +148.6% | +17.5% | +131.1% | +138.6% |
| All | +148.6% | +18.1% | +130.5% | +138.6% |
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 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