+48.9%
CIEN vs MOH
+53.5%
-4.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +8.9% | -18.2% | -7.8% |
| 7D | -25.0% | +14.3% | -39.3% | -23.3% |
| 30D | -30.1% | +16.7% | -46.8% | -28.3% |
| 3M | -33.8% | +18.3% | -52.1% | -32.1% |
| 6M | -49.4% | +15.8% | -65.2% | -47.7% |
| YTD | +16.4% | +30.5% | -14.1% | +14.9% |
| 1Y | +48.9% | +49.3% | -0.4% | +43.7% |
| All | +48.9% | +53.5% | -4.6% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling