-25.1%
TGT vs MOH
-19.7%
-5.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | -5.2% | +1.7% | -6.9% | -5.4% |
| 30D | +1.2% | -0.9% | +2.1% | +1.2% |
| 3M | +18.4% | +5.7% | +12.7% | +17.7% |
| 6M | +33.4% | +39.1% | -5.7% | +29.7% |
| YTD | +63.8% | +17.7% | +46.1% | +60.3% |
| 1Y | +77.2% | +8.4% | +68.8% | +74.1% |
| 3Y | +41.8% | -36.6% | +78.4% | +43.2% |
| All | -25.1% | -19.7% | -5.4% | -31.2% |
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