+17.6%
IP vs MOH
+339.2%
-321.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | +7.9% | +0.1% | +7.8% | +7.8% |
| 3M | -15.3% | +1.8% | -17.2% | -15.8% |
| 6M | +10.5% | +9.1% | +1.4% | +8.1% |
| YTD | -9.4% | +20.7% | -30.1% | -14.1% |
| 1Y | -4.6% | +51.3% | -55.9% | -13.3% |
| 3Y | +21.2% | -42.0% | +63.2% | +26.2% |
| 5Y | -13.3% | -33.1% | +19.8% | -14.1% |
| All | +17.6% | +339.2% | -321.6% | -10.0% |
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