-17.5%
IP vs MOH
-26.8%
+9.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | +0.1% | -3.3% | +3.4% | +0.3% |
| 30D | -11.2% | -0.1% | -11.2% | -11.3% |
| 3M | +12.3% | -1.1% | +13.4% | +12.1% |
| 6M | -5.2% | +35.9% | -41.1% | -7.7% |
| YTD | -4.0% | +13.1% | -17.1% | -5.6% |
| 1Y | -19.2% | +11.8% | -31.0% | -21.1% |
| 3Y | +20.3% | -38.7% | +59.1% | +21.0% |
| 5Y | -17.5% | -25.1% | +7.6% | -20.3% |
| All | -17.5% | -26.8% | +9.3% | -20.3% |
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