+2,167.1%
TER vs MOH
+1,302.1%
+865.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.5% | +4.6% |
| 7D | +11.0% | -3.3% | +14.3% | +11.6% |
| 30D | -1.9% | -0.1% | -1.8% | -2.0% |
| 3M | -0.7% | -1.1% | +0.4% | -1.1% |
| 6M | +36.4% | +35.9% | +0.5% | +26.4% |
| YTD | +92.4% | +13.1% | +79.3% | +81.8% |
| 1Y | +213.5% | +11.8% | +201.7% | +193.6% |
| 3Y | +277.2% | -38.7% | +316.0% | +278.0% |
| 5Y | +219.1% | -25.1% | +244.2% | +199.5% |
| 10Y | +1,744.2% | +243.8% | +1,500.4% | +1,003.3% |
| All | +2,167.1% | +1,302.1% | +865.0% | +603.4% |
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