+1,471.5%
CB vs MOH
+1,334.3%
+137.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | -3.1% | +2.9% | -6.0% | -3.6% |
| 3M | +9.0% | +4.1% | +4.8% | +7.8% |
| 6M | +2.9% | +33.8% | -31.0% | -2.8% |
| YTD | +10.1% | +15.7% | -5.6% | +5.4% |
| 1Y | +22.8% | +17.5% | +5.2% | +16.4% |
| 3Y | +73.8% | -35.3% | +109.1% | +76.7% |
| 5Y | +99.2% | -26.9% | +126.1% | +96.2% |
| 10Y | +218.2% | +262.9% | -44.7% | +122.6% |
| All | +1,471.5% | +1,334.3% | +137.2% | +621.5% |
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