+6.5%
IEMG vs MOH
+43.5%
-36.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.3% | -1.3% | -5.8% |
| 7D | -7.4% | +8.9% | -16.3% | -7.0% |
| 30D | -14.9% | +11.0% | -25.9% | -14.4% |
| 3M | -11.6% | +11.0% | -22.6% | -11.1% |
| 6M | -11.1% | +12.7% | -23.8% | -10.5% |
| YTD | +6.0% | +24.8% | -18.8% | +6.5% |
| 1Y | +6.5% | +44.7% | -38.1% | +7.2% |
| All | +6.5% | +43.5% | -36.9% | +7.2% |
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