+54.4%
CVS vs MOH
-36.3%
+90.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.6% | -1.0% |
| 7D | -2.2% | +1.7% | -3.9% | -2.5% |
| 30D | -0.1% | -0.9% | +0.8% | +0.1% |
| 3M | -5.2% | +5.7% | -10.9% | -6.4% |
| 6M | +26.9% | +39.1% | -12.2% | +19.1% |
| YTD | +22.1% | +17.7% | +4.4% | +17.2% |
| 1Y | +30.8% | +8.4% | +22.4% | +26.4% |
| 3Y | +54.4% | -36.6% | +91.0% | +63.7% |
| All | +54.4% | -36.3% | +90.7% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling