+19.4%
TSN vs MOH
+53.5%
-34.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.9% | -3.5% | +4.7% |
| 7D | +8.4% | +14.3% | -5.9% | +7.4% |
| 30D | +16.1% | +16.7% | -0.6% | +14.9% |
| 3M | +3.2% | +18.3% | -15.2% | +1.9% |
| 6M | -11.1% | +15.8% | -26.9% | -12.0% |
| YTD | +5.1% | +30.5% | -25.4% | +0.5% |
| 1Y | +19.4% | +49.3% | -29.9% | +10.6% |
| All | +19.4% | +53.5% | -34.1% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling