+855.6%
CSCO vs MOH
+1,286.6%
-431.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | 0.0% | -4.2% | +4.2% | +0.6% |
| 30D | -10.7% | -2.4% | -8.4% | -10.4% |
| 3M | -8.7% | -4.4% | -4.3% | -8.5% |
| 6M | +44.9% | +32.9% | +12.0% | +37.1% |
| YTD | +44.1% | +11.9% | +32.3% | +38.4% |
| 1Y | +65.9% | +6.9% | +58.9% | +59.3% |
| 3Y | +109.0% | -39.4% | +148.4% | +113.8% |
| 5Y | +114.8% | -25.0% | +139.7% | +108.9% |
| 10Y | +377.3% | +244.9% | +132.5% | +238.8% |
| All | +855.6% | +1,286.6% | -431.0% | +370.9% |
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