+197.7%
CAT vs MOH
-37.5%
+235.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -1.3% |
| 7D | +0.6% | -1.3% | +1.9% | +0.6% |
| 30D | -4.5% | +3.0% | -7.5% | -4.5% |
| 3M | -5.8% | +1.2% | -7.0% | -5.9% |
| 6M | +12.7% | +41.7% | -29.0% | +12.8% |
| YTD | +41.4% | +15.4% | +26.0% | +41.1% |
| 1Y | +92.1% | +11.8% | +80.3% | +91.7% |
| All | +197.7% | -37.5% | +235.2% | +192.1% |
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