-63.2%
W vs MOH
-19.7%
-43.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.8% | +1.0% |
| 7D | -0.9% | +1.7% | -2.6% | -1.0% |
| 30D | -4.2% | -0.9% | -3.4% | -4.2% |
| 3M | +26.9% | +5.7% | +21.2% | +26.1% |
| 6M | +31.2% | +39.1% | -7.9% | +26.7% |
| YTD | -1.8% | +17.7% | -19.5% | -4.3% |
| 1Y | +9.3% | +8.4% | +0.9% | +7.2% |
| 3Y | +33.2% | -36.6% | +69.8% | +33.4% |
| All | -63.2% | -19.7% | -43.6% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling