+165.4%
W vs MOH
+367.0%
-201.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +5.9% | -4.2% | +10.1% | +7.2% |
| 30D | -3.0% | -2.4% | -0.7% | -2.6% |
| 3M | +40.3% | -4.4% | +44.7% | +40.9% |
| 6M | +32.2% | +32.9% | -0.7% | +19.0% |
| YTD | -0.3% | +11.9% | -12.2% | -8.0% |
| 1Y | +16.2% | +6.9% | +9.2% | +7.1% |
| 3Y | +40.7% | -39.4% | +80.1% | +43.7% |
| 5Y | -62.3% | -25.0% | -37.4% | -65.5% |
| 10Y | +162.2% | +244.9% | -82.6% | +36.3% |
| All | +165.4% | +367.0% | -201.6% | +10.0% |
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