+177.3%
IJH vs MOS
-1.8%
+179.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +0.2% | +5.5% | -5.3% | -1.2% |
| 30D | +2.1% | +21.0% | -18.8% | -3.1% |
| 3M | -3.6% | -0.5% | -3.2% | -4.4% |
| 6M | +1.8% | +6.6% | -4.8% | -1.4% |
| YTD | +14.1% | -2.8% | +16.9% | +11.5% |
| 1Y | +15.9% | -8.1% | +23.9% | +14.6% |
| 3Y | +59.7% | -25.6% | +85.3% | +62.3% |
| 5Y | +39.1% | -29.8% | +68.8% | +35.1% |
| 10Y | +177.3% | +0.6% | +176.8% | +106.5% |
| All | +177.3% | -1.8% | +179.1% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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