+50.6%
CI vs MOH
-23.8%
+74.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.2% |
| 7D | -1.3% | -1.3% | 0.0% | -1.0% |
| 30D | +3.1% | +3.0% | +0.2% | +2.3% |
| 3M | -4.5% | +1.2% | -5.7% | -5.2% |
| 6M | +8.3% | +41.7% | -33.5% | -2.1% |
| YTD | +3.8% | +15.4% | -11.6% | -2.7% |
| 1Y | -5.0% | +11.8% | -16.8% | -10.9% |
| 3Y | +5.8% | -37.5% | +43.3% | +11.7% |
| 5Y | +50.6% | -20.6% | +71.3% | +40.5% |
| All | +50.6% | -23.8% | +74.4% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling