+10.9%
CMG vs MOH
+53.5%
-42.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.9% | -3.1% | +5.4% |
| 7D | +22.5% | +14.3% | +8.2% | +21.9% |
| 30D | +14.1% | +16.7% | -2.6% | +13.5% |
| 3M | +4.1% | +18.3% | -14.2% | +3.7% |
| 6M | +10.1% | +15.8% | -5.7% | +10.4% |
| YTD | -4.9% | +30.5% | -35.3% | -4.4% |
| 1Y | +10.9% | +49.3% | -38.4% | +8.2% |
| All | +10.9% | +53.5% | -42.6% | +8.2% |
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