-53.4%
TE vs MOH
+39.3%
-92.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.2% | -9.9% | -6.7% |
| 7D | +0.9% | -1.3% | +2.2% | +0.9% |
| 30D | -16.3% | +3.0% | -19.2% | -16.3% |
| 3M | -40.8% | +1.2% | -42.0% | -40.8% |
| 6M | -42.6% | +41.7% | -84.3% | -43.5% |
| YTD | -31.4% | +15.4% | -46.8% | -32.3% |
| 1Y | +144.9% | +11.8% | +133.1% | +142.5% |
| 3Y | -26.0% | -37.5% | +11.5% | -25.9% |
| 5Y | -48.5% | -20.6% | -27.8% | -49.0% |
| All | -53.4% | +39.3% | -92.7% | -54.2% |
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