+51.5%
CART vs MOH
-38.8%
+90.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.2% |
| 7D | +1.0% | +0.4% | +0.6% | +1.0% |
| 30D | +12.6% | +2.9% | +9.7% | +12.4% |
| 3M | +23.1% | +4.1% | +19.0% | +22.9% |
| 6M | +39.5% | +33.8% | +5.7% | +37.9% |
| YTD | +13.5% | +15.7% | -2.2% | +12.5% |
| 1Y | +14.9% | +17.5% | -2.7% | +13.4% |
| All | +51.5% | -38.8% | +90.4% | +53.3% |
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 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