-19.1%
IP vs MOH
+18.1%
-37.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.2% |
| 7D | -5.3% | +0.4% | -5.7% | -5.3% |
| 30D | -10.9% | +2.9% | -13.8% | -11.0% |
| 3M | +11.2% | +4.1% | +7.0% | +10.6% |
| 6M | -10.2% | +33.8% | -44.1% | -11.9% |
| YTD | -2.0% | +15.7% | -17.7% | -3.5% |
| 1Y | -19.1% | +17.5% | -36.6% | -24.2% |
| All | -19.1% | +18.1% | -37.2% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling