+305.2%
CG vs MOH
+264.4%
+40.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.0% |
| 7D | -9.9% | +1.7% | -11.6% | -10.1% |
| 30D | -11.7% | -0.9% | -10.8% | -11.6% |
| 3M | -4.3% | +5.7% | -10.0% | -5.7% |
| 6M | -8.8% | +39.1% | -47.9% | -15.0% |
| YTD | -26.9% | +17.7% | -44.5% | -30.7% |
| 1Y | -35.4% | +8.4% | -43.8% | -38.2% |
| 3Y | +43.0% | -36.6% | +79.6% | +44.9% |
| 5Y | +1.9% | -19.1% | +21.0% | -4.4% |
| All | +305.2% | +264.4% | +40.8% | +180.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling