+1,338.0%
CLS vs MOH
-36.3%
+1,374.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.0% | +4.6% | +6.7% |
| 7D | +10.9% | +1.7% | +9.2% | +11.1% |
| 30D | +2.1% | -0.9% | +3.0% | +2.1% |
| 3M | -10.2% | +5.7% | -15.9% | -9.7% |
| 6M | +30.4% | +39.1% | -8.7% | +34.0% |
| YTD | +17.2% | +17.7% | -0.5% | +19.2% |
| 1Y | +41.0% | +8.4% | +32.6% | +42.7% |
| 3Y | +1,338.0% | -36.6% | +1,374.5% | +1,160.7% |
| All | +1,338.0% | -36.3% | +1,374.2% | +1,160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling