+25.4%
TMO vs MOH
+53.5%
-28.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.9% | -7.8% | +1.2% |
| 7D | +0.3% | +14.3% | -14.0% | +0.5% |
| 30D | +4.3% | +16.7% | -12.3% | +4.6% |
| 3M | +25.1% | +18.3% | +6.8% | +25.3% |
| 6M | +52.9% | +15.8% | +37.1% | +52.3% |
| YTD | +22.2% | +30.5% | -8.3% | +22.3% |
| 1Y | +25.4% | +49.3% | -23.9% | +22.6% |
| All | +25.4% | +53.5% | -28.1% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling