+605.5%
CF vs MOH
+246.4%
+359.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.0% |
| 7D | -0.8% | -4.2% | +3.4% | -0.1% |
| 30D | +14.3% | -2.4% | +16.6% | +14.7% |
| 3M | +27.9% | -4.4% | +32.2% | +28.5% |
| 6M | +25.5% | +32.9% | -7.4% | +18.7% |
| YTD | +81.2% | +11.9% | +69.3% | +74.4% |
| 1Y | +66.5% | +6.9% | +59.6% | +60.4% |
| 3Y | +76.7% | -39.4% | +116.1% | +82.6% |
| 5Y | +237.8% | -25.0% | +262.8% | +228.8% |
| All | +605.5% | +246.4% | +359.1% | +482.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling