+1,144.3%
CAT vs MOH
+264.4%
+880.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.5% |
| 7D | +0.6% | +1.7% | -1.1% | +0.4% |
| 30D | -4.3% | -0.9% | -3.4% | -4.3% |
| 3M | -8.6% | +5.7% | -14.3% | -9.5% |
| 6M | +16.1% | +39.1% | -23.0% | +11.1% |
| YTD | +43.8% | +17.7% | +26.1% | +38.9% |
| 1Y | +91.5% | +8.4% | +83.1% | +86.0% |
| 3Y | +202.7% | -36.6% | +239.3% | +207.0% |
| 5Y | +335.1% | -19.1% | +354.2% | +315.7% |
| All | +1,144.3% | +264.4% | +880.0% | +907.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling