+2,116.3%
TTMI vs MOH
+1,330.6%
+785.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -2.3% |
| 7D | +6.0% | -1.3% | +7.3% | +6.3% |
| 30D | -6.4% | +3.0% | -9.4% | -7.1% |
| 3M | -28.9% | +1.2% | -30.1% | -29.7% |
| 6M | +26.9% | +41.7% | -14.9% | +15.5% |
| YTD | +77.3% | +15.4% | +61.9% | +66.3% |
| 1Y | +147.5% | +11.8% | +135.7% | +131.2% |
| 3Y | +847.6% | -37.5% | +885.1% | +858.4% |
| 5Y | +802.2% | -20.6% | +822.9% | +737.9% |
| 10Y | +1,076.3% | +255.8% | +820.5% | +559.6% |
| All | +2,116.3% | +1,330.6% | +785.7% | +659.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling