+1,960.5%
CTSH vs MOH
+1,286.6%
+673.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | -8.2% | -4.2% | -4.0% | -7.4% |
| 30D | +0.4% | -2.4% | +2.8% | +0.8% |
| 3M | +10.6% | -4.4% | +15.0% | +11.1% |
| 6M | -8.8% | +32.9% | -41.7% | -14.8% |
| YTD | -28.6% | +11.9% | -40.5% | -31.9% |
| 1Y | -15.9% | +6.9% | -22.9% | -19.7% |
| 3Y | -13.9% | -39.4% | +25.5% | -11.5% |
| 5Y | -17.1% | -25.0% | +7.9% | -19.7% |
| 10Y | +21.0% | +244.9% | -223.9% | -19.4% |
| All | +1,960.5% | +1,286.6% | +673.8% | +830.1% |
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