+42.4%
CART vs MOH
-40.2%
+82.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.8% | -5.9% |
| 7D | -4.1% | -3.3% | -0.8% | -3.9% |
| 30D | -4.3% | -0.1% | -4.2% | -4.4% |
| 3M | +13.1% | -1.1% | +14.2% | +13.2% |
| 6M | +26.0% | +35.9% | -9.9% | +24.5% |
| YTD | +6.7% | +13.1% | -6.4% | +5.9% |
| 1Y | +6.3% | +11.8% | -5.6% | +5.2% |
| All | +42.4% | -40.2% | +82.6% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling