-38.4%
U vs MOH
+9.6%
-48.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.3% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | -4.1% | +3.0% | -7.1% | -4.3% |
| 3M | +57.8% | +1.2% | +56.6% | +57.7% |
| 6M | +103.5% | +41.7% | +61.8% | +98.3% |
| YTD | -4.8% | +15.4% | -20.2% | -6.0% |
| 1Y | -2.4% | +11.8% | -14.2% | -3.9% |
| 3Y | +11.7% | -37.5% | +49.2% | +15.0% |
| 5Y | -68.9% | -20.6% | -48.2% | -67.6% |
| All | -38.4% | +9.6% | -48.0% | -26.4% |
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