+5,967.0%
CF vs MOH
+1,116.0%
+4,851.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | +14.8% | +2.9% | +11.9% | +14.0% |
| 3M | +14.1% | +4.1% | +9.9% | +12.5% |
| 6M | +28.5% | +33.8% | -5.3% | +19.2% |
| YTD | +74.9% | +15.7% | +59.2% | +65.0% |
| 1Y | +61.7% | +17.5% | +44.1% | +50.4% |
| 3Y | +80.3% | -35.3% | +115.6% | +84.2% |
| 5Y | +226.0% | -26.9% | +252.9% | +218.0% |
| 10Y | +569.9% | +262.9% | +306.9% | +301.3% |
| All | +5,967.0% | +1,116.0% | +4,851.0% | +2,132.2% |
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