-20.6%
MOH vs COO
-51.8%
+31.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -14.7% | +17.8% | +6.3% |
| 7D | -1.3% | -23.3% | +22.0% | +4.2% |
| 30D | +3.0% | -29.5% | +32.4% | +10.8% |
| 3M | +1.2% | -20.0% | +21.2% | +5.6% |
| 6M | +41.7% | -27.2% | +68.9% | +50.9% |
| YTD | +15.4% | -33.9% | +49.3% | +25.6% |
| 1Y | +11.8% | -19.9% | +31.7% | +15.3% |
| 3Y | -37.5% | -38.1% | +0.6% | -32.2% |
| 5Y | -20.6% | -52.0% | +31.3% | -6.8% |
| All | -20.6% | -51.8% | +31.1% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling