+261.9%
MOH vs CAPR
-78.4%
+340.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +2.0% |
| 7D | +1.7% | -11.0% | +12.7% | +1.8% |
| 30D | -0.9% | +99.8% | -100.6% | -1.8% |
| 3M | +5.7% | -66.6% | +72.3% | +6.1% |
| 6M | +39.1% | -75.1% | +114.2% | +40.0% |
| YTD | +17.7% | -71.0% | +88.7% | +18.1% |
| 1Y | +8.4% | +30.0% | -21.6% | +3.9% |
| 3Y | -36.6% | +29.0% | -65.5% | -40.2% |
| 5Y | -19.1% | +70.8% | -89.9% | -24.6% |
| All | +261.9% | -78.4% | +340.3% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling