+851.9%
IAU vs MOH
+506.3%
+345.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -1.7% |
| 7D | -3.4% | -1.3% | -2.1% | -3.4% |
| 30D | -1.1% | +3.0% | -4.1% | -1.1% |
| 3M | +5.8% | +1.2% | +4.6% | +5.8% |
| 6M | -16.9% | +41.7% | -58.7% | -16.9% |
| YTD | +0.1% | +15.4% | -15.3% | +0.1% |
| 1Y | +18.4% | +11.8% | +6.6% | +18.4% |
| 3Y | +123.6% | -37.5% | +161.1% | +123.6% |
| 5Y | +138.7% | -20.6% | +159.4% | +138.6% |
| 10Y | +217.2% | +255.8% | -38.6% | +217.7% |
| All | +851.9% | +506.3% | +345.6% | +832.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling