+338.5%
COP vs MOH
+264.4%
+74.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.7% | -0.1% |
| 7D | +2.3% | +1.7% | +0.6% | +2.0% |
| 30D | +8.6% | -0.9% | +9.5% | +8.7% |
| 3M | +19.9% | +5.7% | +14.1% | +18.3% |
| 6M | +19.0% | +39.1% | -20.1% | +12.2% |
| YTD | +50.0% | +17.7% | +32.3% | +43.5% |
| 1Y | +50.5% | +8.4% | +42.1% | +45.1% |
| 3Y | +25.2% | -36.6% | +61.8% | +27.0% |
| 5Y | +194.3% | -19.1% | +213.4% | +177.1% |
| All | +338.5% | +264.4% | +74.2% | +225.1% |
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