+2,189.3%
TRGP vs MOH
+1,078.1%
+1,111.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.4% |
| 7D | -0.6% | -1.3% | +0.7% | -0.4% |
| 30D | +10.0% | +3.0% | +7.0% | +9.3% |
| 3M | +7.6% | +1.2% | +6.4% | +7.0% |
| 6M | +26.8% | +41.7% | -14.9% | +18.3% |
| YTD | +60.6% | +15.4% | +45.1% | +53.2% |
| 1Y | +82.5% | +11.8% | +70.7% | +73.9% |
| 3Y | +265.0% | -37.5% | +302.5% | +271.9% |
| 5Y | +645.9% | -20.6% | +666.5% | +615.5% |
| 10Y | +850.6% | +255.8% | +594.8% | +574.0% |
| All | +2,189.3% | +1,078.1% | +1,111.1% | +1,163.2% |
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 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