+1,075.9%
IJH vs MOS
+125.4%
+950.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +0.1% | +9.5% | -9.4% | -2.2% |
| 30D | -1.5% | +10.4% | -11.9% | -4.1% |
| 3M | +0.8% | +12.9% | -12.1% | -3.0% |
| 6M | +7.6% | +1.2% | +6.3% | +5.4% |
| YTD | +15.5% | +9.3% | +6.2% | +10.6% |
| 1Y | +16.9% | -18.0% | +34.9% | +19.7% |
| 3Y | +48.1% | -29.0% | +77.1% | +53.2% |
| 5Y | +47.8% | -9.6% | +57.4% | +36.9% |
| 10Y | +178.6% | +6.1% | +172.5% | +122.2% |
| All | +1,075.9% | +125.4% | +950.5% | +505.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling