+8.9%
CAT vs MOH
+53.5%
-44.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +8.9% | -14.2% | -4.6% |
| 7D | -17.1% | +14.3% | -31.4% | -16.4% |
| 30D | -30.1% | +16.7% | -46.8% | -29.5% |
| 3M | -32.4% | +18.3% | -50.7% | -31.7% |
| 6M | -32.1% | +15.8% | -47.9% | -31.5% |
| YTD | +4.1% | +30.5% | -26.4% | +3.8% |
| 1Y | +8.9% | +49.3% | -40.4% | +8.2% |
| All | +8.9% | +53.5% | -44.6% | +8.2% |
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 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