+191.1%
TRI vs MOH
+264.4%
-73.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.5% |
| 7D | -7.9% | +1.7% | -9.6% | -8.0% |
| 30D | -4.5% | -0.9% | -3.6% | -4.4% |
| 3M | +22.1% | +5.7% | +16.4% | +21.2% |
| 6M | -2.8% | +39.1% | -41.9% | -6.6% |
| YTD | -23.4% | +17.7% | -41.1% | -25.6% |
| 1Y | -41.5% | +8.4% | -49.9% | -42.9% |
| 3Y | -19.2% | -36.6% | +17.4% | -17.4% |
| 5Y | -9.4% | -19.1% | +9.7% | -11.7% |
| All | +191.1% | +264.4% | -73.3% | +137.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling