+41.8%
TGT vs MOH
-36.3%
+78.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | -5.2% | +1.7% | -6.9% | -5.3% |
| 30D | +1.2% | -0.9% | +2.1% | +1.2% |
| 3M | +18.4% | +5.7% | +12.7% | +18.2% |
| 6M | +33.4% | +39.1% | -5.7% | +32.8% |
| YTD | +63.8% | +17.7% | +46.1% | +63.2% |
| 1Y | +77.2% | +8.4% | +68.8% | +76.4% |
| 3Y | +41.8% | -36.6% | +78.4% | +43.8% |
| All | +41.8% | -36.3% | +78.1% | +43.8% |
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