+242.0%
COF vs MOH
+264.4%
-22.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.2% |
| 7D | -5.1% | +1.7% | -6.9% | -5.4% |
| 30D | -6.0% | -0.9% | -5.1% | -5.9% |
| 3M | +14.8% | +5.7% | +9.1% | +13.4% |
| 6M | +15.3% | +39.1% | -23.8% | +8.2% |
| YTD | -13.0% | +17.7% | -30.7% | -17.2% |
| 1Y | -5.7% | +8.4% | -14.1% | -9.4% |
| 3Y | +118.1% | -36.6% | +154.7% | +121.6% |
| 5Y | +46.2% | -19.1% | +65.3% | +36.9% |
| All | +242.0% | +264.4% | -22.4% | +149.4% |
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