-52.3%
TEAM vs MOH
-19.7%
-32.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -5.2% | +1.7% | -6.9% | -5.5% |
| 30D | +15.8% | -0.9% | +16.6% | +15.8% |
| 3M | +101.5% | +5.7% | +95.7% | +99.9% |
| 6M | +138.2% | +39.1% | +99.0% | +124.6% |
| YTD | +10.8% | +17.7% | -6.9% | +6.6% |
| 1Y | +1.7% | +8.4% | -6.7% | -1.1% |
| 3Y | -16.0% | -36.6% | +20.5% | -14.7% |
| All | -52.3% | -19.7% | -32.6% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling