+100.4%
CB vs MOH
-26.1%
+126.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -0.5% | -4.2% | +3.7% | -0.1% |
| 30D | -3.1% | -2.4% | -0.7% | -2.9% |
| 3M | +4.2% | -4.4% | +8.6% | +4.4% |
| 6M | +4.7% | +32.9% | -28.2% | +1.2% |
| YTD | +8.8% | +11.9% | -3.0% | +6.4% |
| 1Y | +22.6% | +6.9% | +15.7% | +19.9% |
| 3Y | +70.6% | -39.4% | +110.0% | +76.0% |
| All | +100.4% | -26.1% | +126.5% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling