-11.8%
CAG vs MOH
+18.1%
-29.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -3.8% | +0.4% | -4.2% | -3.8% |
| 30D | +3.1% | +2.9% | +0.2% | +2.9% |
| 3M | +23.5% | +4.1% | +19.3% | +23.4% |
| 6M | -14.8% | +33.8% | -48.7% | -15.8% |
| YTD | -5.4% | +15.7% | -21.1% | -5.9% |
| 1Y | -11.8% | +17.5% | -29.3% | -14.5% |
| All | -11.8% | +18.1% | -29.9% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling