+500.1%
XRT vs MOH
+730.1%
-230.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.7% |
| 7D | -0.3% | -3.3% | +3.1% | +0.4% |
| 30D | -5.6% | -0.1% | -5.6% | -5.7% |
| 3M | +2.5% | -1.1% | +3.6% | +2.3% |
| 6M | +3.7% | +35.9% | -32.2% | -4.0% |
| YTD | +1.0% | +13.1% | -12.1% | -4.3% |
| 1Y | -1.2% | +11.8% | -13.0% | -6.9% |
| 3Y | +43.4% | -38.7% | +82.1% | +47.4% |
| 5Y | -0.7% | -25.1% | +24.4% | -3.8% |
| 10Y | +123.7% | +243.8% | -120.2% | +39.7% |
| All | +500.1% | +730.1% | -230.1% | +124.0% |
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