+103.2%
USB vs MOH
-35.8%
+139.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | +1.4% | +0.4% | +1.0% | +1.4% |
| 30D | -1.3% | +2.9% | -4.2% | -1.3% |
| 3M | +15.2% | +4.1% | +11.1% | +15.3% |
| 6M | +18.8% | +33.8% | -15.0% | +18.9% |
| YTD | +21.0% | +15.7% | +5.3% | +21.0% |
| 1Y | +34.0% | +17.5% | +16.5% | +33.9% |
| All | +103.2% | -35.8% | +139.0% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling