+3,601.4%
COST vs MOH
+1,358.8%
+2,242.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | 0.0% |
| 7D | -1.2% | +1.7% | -2.9% | -1.4% |
| 30D | -4.7% | -0.9% | -3.8% | -4.6% |
| 3M | -7.1% | +5.7% | -12.8% | -8.0% |
| 6M | -8.5% | +39.1% | -47.7% | -12.5% |
| YTD | +5.4% | +17.7% | -12.3% | +2.0% |
| 1Y | -5.6% | +8.4% | -14.0% | -8.2% |
| 3Y | +68.5% | -36.6% | +105.0% | +70.9% |
| 5Y | +105.2% | -19.1% | +124.3% | +100.9% |
| 10Y | +610.7% | +262.8% | +347.9% | +466.3% |
| All | +3,601.4% | +1,358.8% | +2,242.6% | +2,329.7% |
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