+35.0%
CAH vs MOH
+53.5%
-18.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.9% | -5.4% | +3.1% |
| 7D | +7.0% | +14.3% | -7.3% | +6.3% |
| 30D | +12.4% | +16.7% | -4.3% | +11.6% |
| 3M | +12.2% | +18.3% | -6.2% | +11.4% |
| 6M | +33.2% | +15.8% | +17.4% | +32.2% |
| YTD | +28.4% | +30.5% | -2.1% | +25.6% |
| 1Y | +35.0% | +49.3% | -14.2% | +31.7% |
| All | +35.0% | +53.5% | -18.5% | +31.7% |
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