+55.4%
IOT vs MOH
-33.5%
+88.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.3% |
| 7D | -4.5% | +1.7% | -6.2% | -4.6% |
| 30D | -2.4% | -0.9% | -1.6% | -2.4% |
| 3M | +19.0% | +5.7% | +13.3% | +18.7% |
| 6M | +19.6% | +39.1% | -19.5% | +17.2% |
| YTD | +8.3% | +17.7% | -9.4% | +6.8% |
| 1Y | -0.8% | +8.4% | -9.2% | -1.6% |
| 3Y | +24.4% | -36.6% | +61.0% | +27.0% |
| All | +55.4% | -33.5% | +88.9% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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