-52.7%
TSLL vs MOH
-37.7%
-15.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.0% | +0.7% |
| 7D | +6.1% | +1.7% | +4.4% | +5.8% |
| 30D | +20.6% | -0.9% | +21.5% | +20.7% |
| 3M | -25.4% | +5.7% | -31.1% | -25.5% |
| 6M | -34.2% | +39.1% | -73.3% | -36.9% |
| YTD | -48.4% | +17.7% | -66.1% | -49.8% |
| 1Y | -30.8% | +8.4% | -39.2% | -32.3% |
| 3Y | -37.4% | -36.6% | -0.8% | -35.7% |
| All | -52.7% | -37.7% | -15.0% | -49.7% |
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