-37.7%
CAG vs MOH
+264.4%
-302.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | -5.7% | +1.7% | -7.4% | -5.9% |
| 30D | -2.4% | -0.9% | -1.5% | -2.4% |
| 3M | +9.8% | +5.7% | +4.1% | +9.1% |
| 6M | -10.8% | +39.1% | -50.0% | -13.9% |
| YTD | -10.8% | +17.7% | -28.5% | -13.0% |
| 1Y | -19.0% | +8.4% | -27.3% | -20.5% |
| 3Y | -39.7% | -36.6% | -3.1% | -38.6% |
| 5Y | -43.0% | -19.1% | -23.9% | -43.7% |
| All | -37.7% | +264.4% | -302.0% | -44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling