+94.5%
TLT vs MOH
+1,286.6%
-1,192.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -0.3% | -4.2% | +3.9% | -0.4% |
| 30D | 0.0% | -2.4% | +2.3% | -0.1% |
| 3M | -2.9% | -4.4% | +1.5% | -3.0% |
| 6M | -6.3% | +32.9% | -39.2% | -5.0% |
| YTD | -3.3% | +11.9% | -15.2% | -2.5% |
| 1Y | -4.2% | +6.9% | -11.1% | -3.4% |
| 3Y | -1.7% | -39.4% | +37.8% | -2.5% |
| 5Y | -34.9% | -25.0% | -9.9% | -34.5% |
| 10Y | -19.8% | +244.9% | -264.7% | -11.1% |
| All | +94.5% | +1,286.6% | -1,192.2% | +132.3% |
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