+20.1%
W vs MOH
+18.1%
+2.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +2.5% |
| 7D | -4.2% | +0.4% | -4.6% | -4.1% |
| 30D | -7.6% | +2.9% | -10.5% | -7.4% |
| 3M | +37.2% | +4.1% | +33.0% | +38.0% |
| 6M | +26.3% | +33.8% | -7.5% | +29.2% |
| YTD | -1.0% | +15.7% | -16.7% | +1.2% |
| 1Y | +20.1% | +17.5% | +2.5% | +20.5% |
| All | +20.1% | +18.1% | +2.0% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling