+49.1%
IJH vs MOS
-7.1%
+56.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | -1.2% |
| 7D | +1.0% | +7.1% | -6.0% | -0.3% |
| 30D | -3.1% | +15.0% | -18.2% | -5.9% |
| 3M | +1.9% | +24.1% | -22.1% | -2.8% |
| 6M | +11.0% | +2.7% | +8.3% | +9.0% |
| YTD | +14.7% | +12.2% | +2.5% | +10.2% |
| 1Y | +15.6% | -16.3% | +31.9% | +17.8% |
| 3Y | +52.5% | -23.3% | +75.8% | +54.2% |
| 5Y | +49.1% | -4.2% | +53.2% | +29.3% |
| All | +49.1% | -7.1% | +56.2% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling