+91.5%
USB vs MOH
-38.2%
+129.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.5% |
| 7D | 0.0% | +2.1% | -2.1% | 0.0% |
| 30D | +5.8% | +7.3% | -1.4% | +5.8% |
| 3M | -6.0% | +8.9% | -14.9% | -6.0% |
| 6M | +7.8% | +5.8% | +1.9% | +7.8% |
| YTD | +14.6% | +20.4% | -5.8% | +14.6% |
| 1Y | +31.8% | +42.1% | -10.3% | +31.5% |
| 3Y | +91.5% | -40.0% | +131.6% | +91.2% |
| All | +91.5% | -38.2% | +129.7% | +91.2% |
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