+42.1%
ICE vs MOH
-36.3%
+78.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.9% |
| 7D | -2.4% | +1.7% | -4.1% | -2.5% |
| 30D | +4.0% | -0.9% | +4.9% | +4.0% |
| 3M | +13.7% | +5.7% | +8.0% | +13.2% |
| 6M | +0.9% | +39.1% | -38.2% | -1.1% |
| YTD | -2.1% | +17.7% | -19.8% | -3.6% |
| 1Y | -9.5% | +8.4% | -17.9% | -10.8% |
| 3Y | +42.1% | -36.6% | +78.6% | +41.1% |
| All | +42.1% | -36.3% | +78.4% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling