+595.2%
UL vs MOH
+1,286.6%
-691.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.5% |
| 7D | -3.2% | -4.2% | +1.0% | -2.8% |
| 30D | -0.6% | -2.4% | +1.8% | -0.4% |
| 3M | +9.4% | -4.4% | +13.8% | +9.8% |
| 6M | -4.1% | +32.9% | -37.1% | -7.8% |
| YTD | -2.0% | +11.9% | -13.8% | -4.5% |
| 1Y | -9.0% | +6.9% | -15.9% | -11.3% |
| 3Y | +21.8% | -39.4% | +61.2% | +24.4% |
| 5Y | +20.6% | -25.0% | +45.6% | +18.9% |
| 10Y | +67.7% | +244.9% | -177.2% | +31.9% |
| All | +595.2% | +1,286.6% | -691.5% | +320.1% |
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 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