+53.5%
IJH vs MOS
-23.8%
+77.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +0.1% | +9.5% | -9.4% | -1.4% |
| 30D | -1.5% | +10.4% | -11.9% | -3.3% |
| 3M | +0.8% | +12.9% | -12.1% | -1.8% |
| 6M | +7.6% | +1.2% | +6.3% | +6.1% |
| YTD | +15.5% | +9.3% | +6.2% | +11.6% |
| 1Y | +16.9% | -18.0% | +34.9% | +19.8% |
| All | +53.5% | -23.8% | +77.4% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling