+24.3%
W vs MOH
+53.5%
-29.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +8.9% | +2.1% | +11.2% |
| 7D | +8.4% | +14.3% | -5.9% | +9.0% |
| 30D | +16.5% | +16.7% | -0.2% | +17.5% |
| 3M | +6.4% | +18.3% | -11.9% | +7.6% |
| 6M | +90.5% | +15.8% | +74.7% | +93.2% |
| YTD | +23.1% | +30.5% | -7.4% | +26.8% |
| 1Y | +24.3% | +49.3% | -25.0% | +25.7% |
| All | +24.3% | +53.5% | -29.2% | +25.7% |
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