-29.6%
CLS vs MOH
+53.5%
-83.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +8.9% | -18.0% | -8.0% |
| 7D | -21.1% | +14.3% | -35.4% | -19.9% |
| 30D | -38.2% | +16.7% | -54.9% | -37.2% |
| 3M | -36.3% | +18.3% | -54.6% | -35.2% |
| 6M | -43.8% | +15.8% | -59.6% | -42.8% |
| YTD | -20.0% | +30.5% | -50.5% | -21.0% |
| 1Y | -29.6% | +49.3% | -78.9% | -31.7% |
| All | -29.6% | +53.5% | -83.1% | -31.7% |
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