+872.4%
MOH vs CAPR
-99.1%
+971.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -2.2% |
| 7D | -3.3% | -9.5% | +6.2% | -3.2% |
| 30D | -0.1% | +121.5% | -121.6% | -1.1% |
| 3M | -1.1% | -65.4% | +64.3% | -0.7% |
| 6M | +35.9% | -67.5% | +103.4% | +36.3% |
| YTD | +13.1% | -68.6% | +81.7% | +13.4% |
| 1Y | +11.8% | +42.7% | -30.9% | +7.4% |
| 3Y | -38.7% | +43.4% | -82.1% | -42.0% |
| 5Y | -25.1% | +86.0% | -111.1% | -29.7% |
| 10Y | +243.8% | -77.4% | +321.2% | +212.9% |
| All | +872.4% | -99.1% | +971.5% | +753.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling