+1,286.6%
TPR vs MOH
+1,286.6%
-0.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.0% |
| 7D | -7.3% | -4.2% | -3.1% | -6.4% |
| 30D | -30.7% | -2.4% | -28.4% | -30.4% |
| 3M | -21.6% | -4.4% | -17.2% | -21.3% |
| 6M | -21.3% | +32.9% | -54.3% | -27.3% |
| YTD | -10.2% | +11.9% | -22.0% | -15.3% |
| 1Y | +9.5% | +6.9% | +2.6% | +3.4% |
| 3Y | +280.8% | -39.4% | +320.2% | +289.6% |
| 5Y | +218.7% | -25.0% | +243.7% | +202.2% |
| 10Y | +306.7% | +244.9% | +61.8% | +148.9% |
| All | +1,286.6% | +1,286.6% | -0.1% | +389.9% |
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