+278.4%
TER vs MOH
-37.5%
+315.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.2% | -6.7% | -3.1% |
| 7D | +9.4% | -1.3% | +10.7% | +9.3% |
| 30D | -2.4% | +3.0% | -5.4% | -2.0% |
| 3M | +6.5% | +1.2% | +5.3% | +6.9% |
| 6M | +23.2% | +41.7% | -18.5% | +28.5% |
| YTD | +91.5% | +15.4% | +76.1% | +96.1% |
| 1Y | +214.8% | +11.8% | +203.0% | +222.0% |
| All | +278.4% | -37.5% | +315.9% | +260.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling