-37.8%
MOH vs CAPR
+31.5%
-69.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.9% | +7.1% | +3.2% |
| 7D | -1.3% | -10.6% | +9.3% | -1.2% |
| 30D | +3.0% | +111.2% | -108.2% | +2.2% |
| 3M | +1.2% | -67.2% | +68.4% | +1.4% |
| 6M | +41.7% | -75.1% | +116.9% | +42.2% |
| YTD | +15.4% | -71.2% | +86.6% | +15.6% |
| 1Y | +11.8% | +31.1% | -19.3% | +7.8% |
| All | -37.8% | +31.5% | -69.3% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling