-63.7%
XYZ vs MOH
-33.1%
-30.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | +11.5% | +0.1% | +11.4% | +11.6% |
| 3M | +1.8% | +1.8% | 0.0% | +1.6% |
| 6M | +21.2% | +9.1% | +12.1% | +20.1% |
| YTD | +29.9% | +20.7% | +9.2% | +26.2% |
| 1Y | +35.8% | +51.3% | -15.5% | +28.1% |
| 3Y | +62.6% | -42.0% | +104.6% | +73.2% |
| All | -63.7% | -33.1% | -30.6% | -66.8% |
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