+117.7%
CMS vs MOH
+257.3%
-139.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.1% |
| 7D | -1.3% | -1.3% | 0.0% | -1.2% |
| 30D | -2.8% | +3.0% | -5.7% | -3.2% |
| 3M | -7.1% | +1.2% | -8.3% | -7.5% |
| 6M | -10.0% | +41.7% | -51.8% | -14.2% |
| YTD | -0.9% | +15.4% | -16.4% | -4.0% |
| 1Y | -2.0% | +11.8% | -13.8% | -5.1% |
| 3Y | +33.0% | -37.5% | +70.5% | +35.7% |
| 5Y | +24.3% | -20.6% | +44.9% | +21.0% |
| All | +117.7% | +257.3% | -139.6% | +77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling