+23.7%
IP vs MOH
+310.6%
-287.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | 0.0% | -0.7% | +0.8% | +0.1% |
| 30D | +9.4% | +4.8% | +4.6% | +8.4% |
| 3M | -14.1% | +3.8% | -17.8% | -14.8% |
| 6M | +9.2% | +11.0% | -1.8% | +6.5% |
| YTD | -7.5% | +18.9% | -26.4% | -12.2% |
| 1Y | -2.8% | +46.5% | -49.2% | -11.2% |
| 3Y | +21.2% | -42.4% | +63.6% | +26.3% |
| 5Y | -11.5% | -31.8% | +20.3% | -12.9% |
| 10Y | +23.7% | +309.6% | -285.9% | -8.4% |
| All | +23.7% | +310.6% | -287.0% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling