+1,124.0%
TTMI vs MOH
+264.4%
+859.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +3.1% |
| 7D | +0.7% | +1.7% | -1.0% | +0.4% |
| 30D | -8.4% | -0.9% | -7.6% | -8.4% |
| 3M | -32.5% | +5.7% | -38.2% | -33.3% |
| 6M | +32.5% | +39.1% | -6.6% | +25.6% |
| YTD | +83.2% | +17.7% | +65.6% | +75.9% |
| 1Y | +161.7% | +8.4% | +153.3% | +152.5% |
| 3Y | +890.1% | -36.6% | +926.7% | +895.4% |
| 5Y | +832.4% | -19.1% | +851.5% | +771.8% |
| All | +1,124.0% | +264.4% | +859.6% | +807.8% |
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