+140.8%
IEMG vs MOH
+264.4%
-123.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.0% |
| 7D | -1.3% | +1.7% | -3.0% | -1.5% |
| 30D | +1.9% | -0.9% | +2.8% | +2.0% |
| 3M | +1.4% | +5.7% | -4.3% | +0.5% |
| 6M | +15.2% | +39.1% | -24.0% | +10.4% |
| YTD | +23.8% | +17.7% | +6.1% | +19.9% |
| 1Y | +30.7% | +8.4% | +22.3% | +27.2% |
| 3Y | +83.3% | -36.6% | +119.8% | +86.1% |
| 5Y | +48.8% | -19.1% | +67.8% | +42.9% |
| All | +140.8% | +264.4% | -123.6% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling