-30.8%
MOH vs CAI
-9.9%
-21.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | +2.0% |
| 7D | +1.7% | -2.9% | +4.6% | +1.7% |
| 30D | -0.9% | +9.3% | -10.2% | -1.0% |
| 3M | +5.7% | +35.2% | -29.5% | +5.4% |
| 6M | +39.1% | +30.7% | +8.4% | +38.2% |
| YTD | +17.7% | -9.8% | +27.5% | +18.7% |
| 1Y | +8.4% | -28.9% | +37.2% | +11.3% |
| All | -30.8% | -9.9% | -21.0% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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