+169.3%
IJH vs MOS
-3.5%
+172.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.3% |
| 7D | +2.3% | -2.0% | +4.3% | +2.8% |
| 30D | +2.1% | +15.3% | -13.2% | -2.1% |
| 3M | -5.7% | +1.5% | -7.1% | -6.9% |
| 6M | +1.4% | -2.0% | +3.4% | +0.3% |
| YTD | +12.6% | -6.5% | +19.2% | +11.1% |
| 1Y | +16.1% | -11.1% | +27.2% | +15.8% |
| 3Y | +57.8% | -30.3% | +88.1% | +63.1% |
| 5Y | +36.8% | -33.5% | +70.3% | +34.8% |
| All | +169.3% | -3.5% | +172.8% | +102.6% |
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