+18.3%
IP vs MOH
+242.5%
-224.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.1% | -4.0% | -4.9% |
| 7D | -4.6% | -4.2% | -0.4% | -3.9% |
| 30D | -15.3% | -2.4% | -12.9% | -15.0% |
| 3M | +2.7% | -4.4% | +7.1% | +3.0% |
| 6M | -7.4% | +32.9% | -40.3% | -12.3% |
| YTD | -8.8% | +11.9% | -20.7% | -12.3% |
| 1Y | -22.4% | +6.9% | -29.4% | -25.3% |
| 3Y | +14.2% | -39.4% | +53.7% | +17.1% |
| 5Y | -21.8% | -25.0% | +3.2% | -25.0% |
| 10Y | +18.3% | +244.9% | -226.6% | -9.9% |
| All | +18.3% | +242.5% | -224.2% | -9.9% |
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