+15.2%
IEMG vs MOH
+44.5%
-29.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.3% |
| 7D | -1.3% | +1.7% | -3.0% | -1.2% |
| 30D | +1.9% | -0.9% | +2.8% | +1.9% |
| 3M | +1.4% | +5.7% | -4.3% | +1.8% |
| 6M | +15.2% | +39.1% | -24.0% | +17.5% |
| All | +15.2% | +44.5% | -29.3% | +17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling