+7,695.1%
TYL vs MOH
+1,334.3%
+6,360.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -3.7% | +0.4% | -4.1% | -3.7% |
| 30D | +18.7% | +2.9% | +15.8% | +18.0% |
| 3M | +18.1% | +4.1% | +14.0% | +16.8% |
| 6M | -1.1% | +33.8% | -35.0% | -7.1% |
| YTD | -19.8% | +15.7% | -35.5% | -23.7% |
| 1Y | -34.3% | +17.5% | -51.9% | -38.2% |
| 3Y | -8.2% | -35.3% | +27.1% | -6.4% |
| 5Y | -25.4% | -26.9% | +1.5% | -26.2% |
| 10Y | +115.6% | +262.9% | -147.3% | +49.3% |
| All | +7,695.1% | +1,334.3% | +6,360.8% | +3,401.0% |
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