+261.9%
MOH vs COO
+17.0%
+244.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +1.7% | -22.5% | +24.2% | +10.9% |
| 30D | -0.9% | -29.7% | +28.9% | +12.0% |
| 3M | +5.7% | -20.1% | +25.9% | +13.5% |
| 6M | +39.1% | -26.9% | +66.0% | +53.7% |
| YTD | +17.7% | -34.2% | +51.9% | +34.9% |
| 1Y | +8.4% | -21.3% | +29.6% | +15.0% |
| 3Y | -36.6% | -38.7% | +2.1% | -28.2% |
| 5Y | -19.1% | -52.2% | +33.1% | +2.2% |
| All | +261.9% | +17.0% | +244.9% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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