+139.3%
IAU vs MOH
-19.7%
+159.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.6% |
| 7D | -2.0% | +1.7% | -3.7% | -2.0% |
| 30D | -1.5% | -0.9% | -0.6% | -1.5% |
| 3M | +3.3% | +5.7% | -2.4% | +3.3% |
| 6M | -16.2% | +39.1% | -55.4% | -15.9% |
| YTD | +0.7% | +17.7% | -17.0% | +0.9% |
| 1Y | +19.2% | +8.4% | +10.9% | +19.5% |
| 3Y | +124.4% | -36.6% | +161.0% | +123.3% |
| All | +139.3% | -19.7% | +159.0% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling