+38.8%
CFG vs MOH
+18.1%
+20.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | -0.1% |
| 7D | +1.5% | +0.4% | +1.1% | +1.5% |
| 30D | -3.8% | +2.9% | -6.7% | -3.9% |
| 3M | +11.5% | +4.1% | +7.3% | +11.3% |
| 6M | +19.2% | +33.8% | -14.6% | +18.6% |
| YTD | +23.7% | +15.7% | +8.0% | +23.1% |
| 1Y | +38.8% | +17.5% | +21.3% | +38.3% |
| All | +38.8% | +18.1% | +20.7% | +38.3% |
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