+76.9%
CF vs MOH
-37.5%
+114.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.3% | -2.5% |
| 7D | -2.0% | -1.3% | -0.7% | -1.9% |
| 30D | +15.3% | +3.0% | +12.3% | +14.9% |
| 3M | +24.3% | +1.2% | +23.1% | +24.0% |
| 6M | +23.9% | +41.7% | -17.8% | +20.2% |
| YTD | +77.3% | +15.4% | +61.8% | +73.6% |
| 1Y | +58.7% | +11.8% | +46.9% | +55.2% |
| All | +76.9% | -37.5% | +114.4% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling