+5,467.0%
CF vs MOH
+1,149.6%
+4,317.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.2% |
| 7D | +4.8% | -0.7% | +5.5% | +4.6% |
| 30D | +9.7% | +4.8% | +4.9% | +8.1% |
| 3M | +1.2% | +3.8% | -2.5% | -0.3% |
| 6M | +7.4% | +11.0% | -3.6% | +3.7% |
| YTD | +60.5% | +18.9% | +41.6% | +49.6% |
| 1Y | +50.7% | +46.5% | +4.3% | +33.6% |
| 3Y | +64.8% | -42.4% | +107.2% | +72.8% |
| 5Y | +115.8% | -31.8% | +147.6% | +113.4% |
| 10Y | +481.0% | +309.6% | +171.4% | +238.6% |
| All | +5,467.0% | +1,149.6% | +4,317.4% | +1,923.5% |
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