+287.5%
CAH vs MOH
+264.4%
+23.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.9% |
| 7D | -5.1% | +1.7% | -6.8% | -5.4% |
| 30D | +0.2% | -0.9% | +1.1% | +0.3% |
| 3M | +6.3% | +5.7% | +0.6% | +4.8% |
| 6M | +9.4% | +39.1% | -29.7% | +2.3% |
| YTD | +15.0% | +17.7% | -2.7% | +9.4% |
| 1Y | +55.4% | +8.4% | +47.1% | +49.0% |
| 3Y | +173.8% | -36.6% | +210.4% | +182.0% |
| 5Y | +395.2% | -19.1% | +414.3% | +376.2% |
| All | +287.5% | +264.4% | +23.1% | +185.2% |
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