+137.5%
UMC vs MOH
+44.5%
+93.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.8% |
| 7D | +9.0% | +1.7% | +7.3% | +9.5% |
| 30D | +17.2% | -0.9% | +18.1% | +17.2% |
| 3M | +11.4% | +5.7% | +5.7% | +13.7% |
| 6M | +137.5% | +39.1% | +98.4% | +158.6% |
| All | +137.5% | +44.5% | +93.0% | +158.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling