-12.3%
IP vs MOH
-31.3%
+19.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.4% | +1.1% |
| 7D | -5.1% | +2.1% | -7.1% | -5.2% |
| 30D | +8.5% | +7.3% | +1.2% | +8.0% |
| 3M | -13.8% | +8.9% | -22.8% | -14.4% |
| 6M | +5.7% | +5.8% | -0.1% | +5.0% |
| YTD | -9.1% | +20.4% | -29.5% | -11.1% |
| 1Y | -0.8% | +42.1% | -42.9% | -4.6% |
| 3Y | +14.8% | -40.0% | +54.8% | +16.7% |
| All | -12.3% | -31.3% | +19.1% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling