+142.1%
CI vs MOH
+264.4%
-122.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.0% | -0.7% |
| 7D | -0.1% | +1.7% | -1.8% | -0.7% |
| 30D | +1.8% | -0.9% | +2.7% | +2.0% |
| 3M | -4.2% | +5.7% | -10.0% | -6.5% |
| 6M | +8.8% | +39.1% | -30.3% | -3.8% |
| YTD | +3.7% | +17.7% | -13.9% | -5.4% |
| 1Y | -6.1% | +8.4% | -14.5% | -12.7% |
| 3Y | +4.5% | -36.6% | +41.0% | +10.6% |
| 5Y | +50.5% | -19.1% | +69.6% | +42.5% |
| All | +142.1% | +264.4% | -122.2% | +53.9% |
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