+178.3%
CHRW vs MOH
+264.4%
-86.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.7% | 0.0% |
| 7D | +3.5% | +1.7% | +1.8% | +3.3% |
| 30D | +4.6% | -0.9% | +5.5% | +4.7% |
| 3M | -19.7% | +5.7% | -25.4% | -20.3% |
| 6M | -12.4% | +39.1% | -51.5% | -15.7% |
| YTD | -3.9% | +17.7% | -21.6% | -6.6% |
| 1Y | +18.4% | +8.4% | +10.0% | +15.7% |
| 3Y | +88.8% | -36.6% | +125.4% | +92.6% |
| 5Y | +93.5% | -19.1% | +112.6% | +88.9% |
| All | +178.3% | +264.4% | -86.1% | +132.6% |
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 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