+1,877.6%
CI vs MOH
+1,302.1%
+575.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.1% | -1.7% |
| 7D | -2.6% | -3.3% | +0.8% | -1.5% |
| 30D | -2.4% | -0.1% | -2.3% | -2.4% |
| 3M | -4.8% | -1.1% | -3.7% | -4.9% |
| 6M | +2.1% | +35.9% | -33.7% | -8.5% |
| YTD | +1.4% | +13.1% | -11.8% | -6.0% |
| 1Y | -6.8% | +11.8% | -18.6% | -13.9% |
| 3Y | +3.3% | -38.7% | +42.0% | +9.9% |
| 5Y | +41.1% | -25.1% | +66.2% | +39.1% |
| 10Y | +139.1% | +243.8% | -104.8% | +37.7% |
| All | +1,877.6% | +1,302.1% | +575.4% | +502.6% |
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 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