+12.8%
IEFA vs MOH
+43.5%
-30.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -3.0% |
| 7D | -1.7% | +8.9% | -10.6% | -1.6% |
| 30D | -1.8% | +11.0% | -12.8% | -1.6% |
| 3M | -4.5% | +11.0% | -15.5% | -4.3% |
| 6M | +1.8% | +12.7% | -11.0% | +2.0% |
| YTD | +8.5% | +24.8% | -16.3% | +8.1% |
| 1Y | +12.8% | +44.7% | -31.9% | +11.1% |
| All | +12.8% | +43.5% | -30.7% | +11.1% |
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 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