+1,942.9%
CLS vs MOH
+1,286.6%
+656.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +20.1% | -4.2% | +24.3% | +20.8% |
| 30D | +6.0% | -2.4% | +8.4% | +6.3% |
| 3M | -10.3% | -4.4% | -5.9% | -10.0% |
| 6M | +24.5% | +32.9% | -8.4% | +18.1% |
| YTD | +12.9% | +11.9% | +1.0% | +8.6% |
| 1Y | +36.7% | +6.9% | +29.7% | +31.2% |
| 3Y | +1,328.1% | -39.4% | +1,367.5% | +1,341.1% |
| 5Y | +3,682.3% | -25.0% | +3,707.3% | +3,525.4% |
| 10Y | +3,038.3% | +244.9% | +2,793.4% | +2,081.0% |
| All | +1,942.9% | +1,286.6% | +656.2% | +856.0% |
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