+45.9%
TEM vs MOH
-34.6%
+80.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.2% | -7.3% | -4.7% |
| 7D | -9.2% | -1.3% | -7.9% | -9.0% |
| 30D | +5.5% | +3.0% | +2.5% | +4.6% |
| 3M | +18.7% | +1.2% | +17.5% | +18.1% |
| 6M | +15.4% | +41.7% | -26.3% | +7.3% |
| YTD | -0.5% | +15.4% | -15.9% | -5.1% |
| 1Y | -24.8% | +11.8% | -36.6% | -28.7% |
| All | +45.9% | -34.6% | +80.5% | +52.3% |
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