+322.7%
CG vs MOH
+641.2%
-318.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.8% |
| 7D | -6.4% | -4.2% | -2.2% | -5.7% |
| 30D | -7.1% | -2.4% | -4.7% | -6.8% |
| 3M | -1.6% | -4.4% | +2.8% | -1.3% |
| 6M | -8.3% | +32.9% | -41.3% | -13.8% |
| YTD | -23.8% | +11.9% | -35.7% | -27.2% |
| 1Y | -28.7% | +6.9% | -35.7% | -31.7% |
| 3Y | +49.2% | -39.4% | +88.6% | +52.1% |
| 5Y | +5.5% | -25.0% | +30.5% | +1.7% |
| 10Y | +331.2% | +244.9% | +86.4% | +201.3% |
| All | +322.7% | +641.2% | -318.5% | +176.4% |
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