-6.4%
CARR vs MOH
+4.9%
-11.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.5% | +1.4% |
| 7D | -3.8% | +1.7% | -5.5% | -3.8% |
| 30D | -8.9% | -0.9% | -8.0% | -8.9% |
| 3M | -17.3% | +5.7% | -23.0% | -17.9% |
| 6M | -1.4% | +39.1% | -40.5% | -3.7% |
| YTD | +10.0% | +17.7% | -7.7% | +8.0% |
| 1Y | -6.4% | +8.4% | -14.7% | -9.6% |
| All | -6.4% | +4.9% | -11.3% | -9.6% |
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