+216.4%
TER vs MOH
-19.7%
+236.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.7% |
| 7D | +6.4% | +1.7% | +4.6% | +6.5% |
| 30D | -5.7% | -0.9% | -4.8% | -5.7% |
| 3M | -0.4% | +5.7% | -6.1% | -0.2% |
| 6M | +25.8% | +39.1% | -13.3% | +27.0% |
| YTD | +96.4% | +17.7% | +78.7% | +97.3% |
| 1Y | +229.2% | +8.4% | +220.8% | +230.2% |
| 3Y | +288.1% | -36.6% | +324.7% | +284.0% |
| All | +216.4% | -19.7% | +236.1% | +195.0% |
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