+1,278.1%
COP vs MOH
+1,286.6%
-8.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -0.5% | -4.2% | +3.7% | +0.2% |
| 30D | +11.7% | -2.4% | +14.1% | +12.1% |
| 3M | +17.7% | -4.4% | +22.1% | +18.1% |
| 6M | +18.3% | +32.9% | -14.6% | +11.8% |
| YTD | +49.1% | +11.9% | +37.2% | +43.3% |
| 1Y | +53.3% | +6.9% | +46.4% | +47.5% |
| 3Y | +22.2% | -39.4% | +61.6% | +24.8% |
| 5Y | +193.3% | -25.0% | +218.3% | +184.1% |
| 10Y | +340.2% | +244.9% | +95.4% | +207.8% |
| All | +1,278.1% | +1,286.6% | -8.6% | +591.8% |
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