+33.2%
W vs MOH
-36.3%
+69.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.8% | +1.2% |
| 7D | -0.9% | +1.7% | -2.6% | -0.8% |
| 30D | -4.2% | -0.9% | -3.4% | -4.2% |
| 3M | +26.9% | +5.7% | +21.2% | +27.0% |
| 6M | +31.2% | +39.1% | -7.9% | +31.5% |
| YTD | -1.8% | +17.7% | -19.5% | -1.5% |
| 1Y | +9.3% | +8.4% | +0.9% | +9.8% |
| 3Y | +33.2% | -36.6% | +69.8% | +22.9% |
| All | +33.2% | -36.3% | +69.5% | +22.9% |
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