+2,874.5%
V vs MOH
+992.6%
+1,882.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.3% |
| 7D | -1.1% | -3.3% | +2.2% | -0.4% |
| 30D | +1.9% | -0.1% | +2.0% | +1.8% |
| 3M | +15.5% | -1.1% | +16.6% | +15.2% |
| 6M | +16.6% | +35.9% | -19.3% | +8.4% |
| YTD | +5.7% | +13.1% | -7.4% | +0.6% |
| 1Y | +8.6% | +11.8% | -3.3% | +2.6% |
| 3Y | +52.5% | -38.7% | +91.3% | +57.0% |
| 5Y | +67.1% | -25.1% | +92.2% | +62.1% |
| 10Y | +376.8% | +243.8% | +133.0% | +209.3% |
| All | +2,874.5% | +992.6% | +1,882.0% | +1,020.8% |
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