+2.9%
IAU vs MOH
+53.5%
-50.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.9% | -5.3% | +3.7% |
| 7D | -0.3% | +14.3% | -14.6% | -0.2% |
| 30D | -1.9% | +16.7% | -18.5% | -1.8% |
| 3M | -0.4% | +18.3% | -18.7% | -0.4% |
| 6M | -10.1% | +15.8% | -25.9% | -9.9% |
| YTD | -5.9% | +30.5% | -36.4% | -5.7% |
| 1Y | +2.9% | +49.3% | -46.4% | +4.3% |
| All | +2.9% | +53.5% | -50.6% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling