-41.3%
CORZ vs MOH
+53.5%
-94.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +8.9% | -19.3% | -9.1% |
| 7D | -14.9% | +14.3% | -29.2% | -13.3% |
| 30D | -23.1% | +16.7% | -39.8% | -21.4% |
| 3M | -44.1% | +18.3% | -62.4% | -42.7% |
| 6M | -39.5% | +15.8% | -55.3% | -38.2% |
| YTD | -12.4% | +30.5% | -42.8% | -14.9% |
| 1Y | -41.3% | +49.3% | -90.6% | -47.2% |
| All | -41.3% | +53.5% | -94.8% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling