-4.6%
IP vs MOH
+49.5%
-54.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +7.9% | +0.1% | +7.8% | +8.0% |
| 3M | -15.3% | +1.8% | -17.2% | -15.3% |
| 6M | +10.5% | +9.1% | +1.4% | +10.3% |
| YTD | -9.4% | +20.7% | -30.1% | -11.7% |
| 1Y | -4.6% | +51.3% | -55.9% | -19.2% |
| All | -4.6% | +49.5% | -54.1% | -19.2% |
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