-0.9%
XRT vs MOH
-19.7%
+18.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.2% |
| 7D | -3.2% | +1.7% | -4.9% | -3.4% |
| 30D | -4.5% | -0.9% | -3.6% | -4.4% |
| 3M | -3.1% | +5.7% | -8.8% | -3.8% |
| 6M | +4.2% | +39.1% | -34.9% | 0.0% |
| YTD | -0.1% | +17.7% | -17.8% | -3.1% |
| 1Y | -3.0% | +8.4% | -11.4% | -5.4% |
| 3Y | +41.8% | -36.6% | +78.4% | +43.8% |
| All | -0.9% | -19.7% | +18.8% | -10.8% |
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