-28.2%
TYL vs MOH
-26.3%
-1.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -8.6% | -4.2% | -4.4% | -8.0% |
| 30D | +7.5% | -2.4% | +9.9% | +7.8% |
| 3M | +10.9% | -4.4% | +15.3% | +11.3% |
| 6M | -6.7% | +32.9% | -39.7% | -10.9% |
| YTD | -24.5% | +11.9% | -36.4% | -26.7% |
| 1Y | -38.6% | +6.9% | -45.6% | -40.4% |
| 3Y | -12.6% | -39.4% | +26.8% | -9.1% |
| 5Y | -28.2% | -25.0% | -3.3% | -32.6% |
| All | -28.2% | -26.3% | -1.9% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling