+395.2%
COR vs MOH
+264.4%
+130.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.2% |
| 7D | -2.8% | +1.7% | -4.5% | -3.2% |
| 30D | +2.6% | -0.9% | +3.4% | +2.7% |
| 3M | +14.5% | +5.7% | +8.8% | +12.6% |
| 6M | -7.8% | +39.1% | -46.9% | -14.7% |
| YTD | -4.2% | +17.7% | -21.9% | -9.7% |
| 1Y | +7.0% | +8.4% | -1.4% | +1.8% |
| 3Y | +85.5% | -36.6% | +122.1% | +91.1% |
| 5Y | +181.2% | -19.1% | +200.3% | +168.2% |
| All | +395.2% | +264.4% | +130.8% | +252.9% |
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