+3,860.6%
CLS vs MOH
-19.7%
+3,880.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.0% | +4.6% | +6.6% |
| 7D | +10.9% | +1.7% | +9.2% | +11.0% |
| 30D | +2.1% | -0.9% | +3.0% | +2.1% |
| 3M | -10.2% | +5.7% | -15.9% | -10.1% |
| 6M | +30.4% | +39.1% | -8.7% | +30.6% |
| YTD | +17.2% | +17.7% | -0.5% | +17.0% |
| 1Y | +41.0% | +8.4% | +32.6% | +40.7% |
| 3Y | +1,338.0% | -36.6% | +1,374.5% | +1,296.0% |
| All | +3,860.6% | -19.7% | +3,880.2% | +3,518.5% |
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