-20.6%
MOH vs CAPR
+66.0%
-86.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.0% |
| 3M | +1.2% | -67.2% | +68.4% | +1.5% |
| 6M | +41.7% | -75.1% | +116.9% | +42.5% |
| YTD | +15.4% | -71.2% | +86.6% | +15.7% |
| 1Y | +11.8% | +31.1% | -19.3% | +7.0% |
| 3Y | -37.5% | +31.3% | -68.8% | -42.3% |
| 5Y | -20.6% | +69.4% | -90.0% | -27.1% |
| All | -20.6% | +66.0% | -86.6% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling