+50.2%
CART vs MOH
+47.1%
+3.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -0.6% | -7.6% | +7.0% | +0.1% |
| 30D | +23.1% | +2.4% | +20.7% | +22.7% |
| 3M | +19.2% | +7.6% | +11.6% | +18.3% |
| 6M | +45.7% | +13.0% | +32.7% | +44.8% |
| YTD | +30.9% | +20.6% | +10.3% | +32.6% |
| 1Y | +50.2% | +45.8% | +4.4% | +50.9% |
| All | +50.2% | +47.1% | +3.1% | +50.9% |
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