-35.7%
U vs MOH
+11.8%
-47.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.5% | +4.4% |
| 7D | +5.5% | +1.7% | +3.8% | +5.4% |
| 30D | -1.3% | -0.9% | -0.4% | -1.2% |
| 3M | +64.6% | +5.7% | +58.9% | +64.0% |
| 6M | +119.4% | +39.1% | +80.2% | +114.1% |
| YTD | -0.5% | +17.7% | -18.2% | -1.9% |
| 1Y | +1.3% | +8.4% | -7.1% | +0.3% |
| 3Y | +15.6% | -36.6% | +52.2% | +19.1% |
| 5Y | -67.5% | -19.1% | -48.4% | -66.2% |
| All | -35.7% | +11.8% | -47.4% | -23.1% |
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