+954.3%
CVS vs MOH
+1,358.8%
-404.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.9% |
| YTD | +22.1% | +17.7% | +4.4% | +16.7% |
| 1Y | +30.8% | +8.4% | +22.4% | +26.2% |
| 3Y | +54.4% | -36.6% | +91.0% | +59.7% |
| 5Y | +33.4% | -19.1% | +52.4% | +31.6% |
| 10Y | +40.8% | +262.8% | -222.0% | +5.4% |
| All | +954.3% | +1,358.8% | -404.5% | +476.8% |
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