-39.7%
CAG vs MOH
-36.3%
-3.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | -5.7% | +1.7% | -7.4% | -5.8% |
| 30D | -2.4% | -0.9% | -1.5% | -2.4% |
| 3M | +9.8% | +5.7% | +4.1% | +9.3% |
| 6M | -10.8% | +39.1% | -50.0% | -13.2% |
| YTD | -10.8% | +17.7% | -28.5% | -12.3% |
| 1Y | -19.0% | +8.4% | -27.3% | -20.0% |
| 3Y | -39.7% | -36.6% | -3.1% | -39.0% |
| All | -39.7% | -36.3% | -3.4% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling