+218.7%
TPR vs MOH
-26.3%
+245.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.2% |
| 7D | -7.3% | -4.2% | -3.1% | -7.2% |
| 30D | -30.7% | -2.4% | -28.4% | -30.7% |
| 3M | -21.6% | -4.4% | -17.2% | -21.6% |
| 6M | -21.3% | +32.9% | -54.3% | -22.4% |
| YTD | -10.2% | +11.9% | -22.0% | -11.1% |
| 1Y | +9.5% | +6.9% | +2.6% | +8.3% |
| 3Y | +280.8% | -39.4% | +320.2% | +283.1% |
| 5Y | +218.7% | -25.0% | +243.7% | +189.0% |
| All | +218.7% | -26.3% | +245.1% | +189.0% |
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