+2,735.4%
COR vs MOH
+1,286.6%
+1,448.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -3.9% | -4.2% | +0.3% | -3.2% |
| 30D | -0.3% | -2.4% | +2.0% | -0.1% |
| 3M | +15.9% | -4.4% | +20.3% | +16.2% |
| 6M | -10.3% | +32.9% | -43.2% | -15.2% |
| YTD | -3.7% | +11.9% | -15.6% | -7.5% |
| 1Y | +9.1% | +6.9% | +2.1% | +4.9% |
| 3Y | +86.6% | -39.4% | +126.0% | +91.9% |
| 5Y | +180.9% | -25.0% | +205.9% | +176.4% |
| 10Y | +407.4% | +244.9% | +162.6% | +282.1% |
| All | +2,735.4% | +1,286.6% | +1,448.7% | +1,296.8% |
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