+989.0%
CBOE vs MOH
+1,018.0%
-29.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.5% |
| 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% | -5.6% |
| 6M | -0.6% | +39.1% | -39.7% | -4.7% |
| YTD | +12.8% | +17.7% | -4.9% | +9.4% |
| 1Y | +19.8% | +8.4% | +11.4% | +16.7% |
| 3Y | +86.9% | -36.6% | +123.5% | +90.0% |
| 5Y | +136.5% | -19.1% | +155.6% | +131.5% |
| 10Y | +368.4% | +262.8% | +105.6% | +276.6% |
| All | +989.0% | +1,018.0% | -29.0% | +588.3% |
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 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