+5,591.2%
CF vs MOH
+1,168.6%
+4,422.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +4.8% | +0.2% | +4.5% | +4.7% |
| 30D | +4.7% | +0.1% | +4.6% | +4.2% |
| 3M | +7.4% | +1.8% | +5.6% | +6.3% |
| 6M | +0.6% | +9.1% | -8.5% | -2.5% |
| YTD | +64.1% | +20.7% | +43.4% | +52.4% |
| 1Y | +51.4% | +51.3% | +0.1% | +33.2% |
| 3Y | +67.8% | -42.0% | +109.8% | +75.7% |
| 5Y | +114.1% | -33.1% | +147.2% | +112.9% |
| 10Y | +480.1% | +340.8% | +139.3% | +232.1% |
| All | +5,591.2% | +1,168.6% | +4,422.6% | +1,961.6% |
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