+139.8%
CBOE vs MOH
-19.7%
+159.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.4% |
| 7D | -5.8% | +1.7% | -7.5% | -6.0% |
| 30D | -3.1% | -0.9% | -2.3% | -3.1% |
| 3M | -4.8% | +5.7% | -10.5% | -5.3% |
| 6M | -0.6% | +39.1% | -39.7% | -3.7% |
| YTD | +12.8% | +17.7% | -4.9% | +10.2% |
| 1Y | +19.8% | +8.4% | +11.4% | +17.5% |
| 3Y | +86.9% | -36.6% | +123.5% | +90.8% |
| All | +139.8% | -19.7% | +159.5% | +124.3% |
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