+48.4%
CF vs MOH
+46.7%
+1.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | +10.4% | -7.6% | +17.9% | +11.1% |
| 30D | +7.6% | +2.4% | +5.2% | +6.9% |
| 3M | +5.2% | +7.6% | -2.4% | +3.8% |
| 6M | -0.1% | +13.0% | -13.1% | -2.2% |
| YTD | +61.7% | +20.6% | +41.1% | +51.9% |
| All | +48.4% | +46.7% | +1.7% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling