+45.9%
CSCO vs MOH
+53.5%
-7.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.9% | -8.3% | +1.2% |
| 7D | -6.1% | +14.3% | -20.4% | -5.3% |
| 30D | -8.2% | +16.7% | -24.8% | -7.3% |
| 3M | -14.6% | +18.3% | -32.9% | -13.6% |
| 6M | +12.7% | +15.8% | -3.1% | +14.2% |
| YTD | +37.0% | +30.5% | +6.5% | +39.3% |
| 1Y | +45.9% | +49.3% | -3.3% | +49.4% |
| All | +45.9% | +53.5% | -7.6% | +49.4% |
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