+261.9%
MOH vs CNI
+138.2%
+123.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | -0.9% | -2.7% | +1.8% | +0.2% |
| 3M | +5.7% | +3.9% | +1.8% | +3.6% |
| 6M | +39.1% | +16.4% | +22.8% | +28.9% |
| YTD | +17.7% | +25.8% | -8.1% | +4.9% |
| 1Y | +8.4% | +32.4% | -24.0% | -5.8% |
| 3Y | -36.6% | +19.1% | -55.6% | -43.7% |
| 5Y | -19.1% | +13.6% | -32.6% | -28.3% |
| All | +261.9% | +138.2% | +123.7% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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