+5,049.5%
CAT vs MOH
+1,302.1%
+3,747.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +1.4% |
| 7D | +5.6% | -3.3% | +8.9% | +6.2% |
| 30D | -2.3% | -0.1% | -2.3% | -2.4% |
| 3M | -10.0% | -1.1% | -8.9% | -10.3% |
| 6M | +21.2% | +35.9% | -14.6% | +13.9% |
| YTD | +44.4% | +13.1% | +31.3% | +38.2% |
| 1Y | +96.3% | +11.8% | +84.5% | +86.5% |
| 3Y | +203.9% | -38.7% | +242.7% | +209.7% |
| 5Y | +333.5% | -25.1% | +358.6% | +317.8% |
| 10Y | +1,126.0% | +243.8% | +882.2% | +714.8% |
| All | +5,049.5% | +1,302.1% | +3,747.3% | +2,091.0% |
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