+43.2%
TER vs MOH
+53.5%
-10.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +8.9% | -15.8% | -5.2% |
| 7D | -19.9% | +14.3% | -34.2% | -17.8% |
| 30D | -43.5% | +16.7% | -60.2% | -41.8% |
| 3M | -37.8% | +18.3% | -56.1% | -35.8% |
| 6M | -25.6% | +15.8% | -41.4% | -23.2% |
| YTD | +29.8% | +30.5% | -0.6% | +30.8% |
| 1Y | +43.2% | +49.3% | -6.1% | +40.3% |
| All | +43.2% | +53.5% | -10.3% | +40.3% |
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 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