+261.9%
MOH vs CGNX
+193.6%
+68.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | +1.2% |
| 7D | +1.7% | +3.2% | -1.5% | +1.1% |
| 30D | -0.9% | +6.0% | -6.9% | -2.0% |
| 3M | +5.7% | +3.5% | +2.2% | +4.3% |
| 6M | +39.1% | +26.3% | +12.8% | +31.1% |
| YTD | +17.7% | +79.2% | -61.6% | +1.3% |
| 1Y | +8.4% | +43.8% | -35.4% | -2.8% |
| 3Y | -36.6% | +52.0% | -88.5% | -46.2% |
| 5Y | -19.1% | -24.0% | +5.0% | -18.9% |
| All | +261.9% | +193.6% | +68.3% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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