+1,514.5%
CMS vs MOH
+1,302.1%
+212.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.7% |
| 7D | +1.2% | -3.3% | +4.6% | +1.6% |
| 30D | -3.2% | -0.1% | -3.1% | -3.2% |
| 3M | -2.2% | -1.1% | -1.1% | -2.3% |
| 6M | -9.4% | +35.9% | -45.3% | -13.2% |
| YTD | +0.7% | +13.1% | -12.4% | -2.1% |
| 1Y | +0.4% | +11.8% | -11.5% | -2.8% |
| 3Y | +35.2% | -38.7% | +73.9% | +37.7% |
| 5Y | +24.1% | -25.1% | +49.2% | +22.4% |
| 10Y | +115.8% | +243.8% | -128.0% | +71.1% |
| All | +1,514.5% | +1,302.1% | +212.4% | +944.5% |
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 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