+1,372.3%
MOH vs COO
+677.9%
+694.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.2% |
| 7D | -3.3% | -2.3% | -1.0% | -2.5% |
| 30D | -0.1% | -8.8% | +8.7% | +3.3% |
| 3M | -1.1% | +1.3% | -2.4% | -1.8% |
| 6M | +35.9% | -11.6% | +47.5% | +40.9% |
| YTD | +13.1% | -17.4% | +30.5% | +19.8% |
| 1Y | +11.8% | -1.6% | +13.4% | +10.4% |
| 3Y | -38.7% | -22.6% | -16.1% | -35.9% |
| 5Y | -25.1% | -40.3% | +15.2% | -15.0% |
| 10Y | +243.8% | +45.2% | +198.6% | +171.2% |
| All | +1,372.3% | +677.9% | +694.4% | +489.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling