+404.9%
CORZ vs MOH
-46.2%
+451.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.1% | -3.7% |
| 7D | -3.0% | -1.3% | -1.7% | -3.0% |
| 30D | -12.1% | +3.0% | -15.0% | -11.9% |
| 3M | -32.4% | +1.2% | -33.6% | -32.2% |
| 6M | +12.4% | +41.7% | -29.4% | +15.5% |
| YTD | +19.3% | +15.4% | +3.9% | +21.1% |
| 1Y | +8.6% | +11.8% | -3.2% | +9.9% |
| All | +404.9% | -46.2% | +451.2% | +350.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling