+421.5%
CARR vs MOH
+72.5%
+349.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.5% | +1.2% |
| 7D | -3.8% | +1.7% | -5.5% | -3.9% |
| 30D | -8.9% | -0.9% | -8.0% | -8.9% |
| 3M | -17.3% | +5.7% | -23.0% | -18.1% |
| 6M | -1.4% | +39.1% | -40.5% | -5.4% |
| YTD | +10.0% | +17.7% | -7.7% | +6.7% |
| 1Y | -6.4% | +8.4% | -14.7% | -8.7% |
| 3Y | +1.5% | -36.6% | +38.1% | +2.3% |
| 5Y | +9.3% | -19.1% | +28.4% | +2.6% |
| All | +421.5% | +72.5% | +349.0% | +312.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling