+10.7%
TTMI vs MOH
+53.5%
-42.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +8.9% | -19.0% | -9.3% |
| 7D | -19.2% | +14.3% | -33.5% | -18.2% |
| 30D | -44.9% | +16.7% | -61.6% | -44.3% |
| 3M | -44.7% | +18.3% | -63.1% | -44.3% |
| 6M | -53.4% | +15.8% | -69.2% | -53.2% |
| YTD | +6.3% | +30.5% | -24.1% | +2.5% |
| 1Y | +10.7% | +49.3% | -38.6% | +3.3% |
| All | +10.7% | +53.5% | -42.8% | +3.3% |
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 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