+153.3%
IP vs MOH
+1,334.3%
-1,181.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | -5.3% | +0.4% | -5.7% | -5.4% |
| 30D | -10.9% | +2.9% | -13.8% | -11.5% |
| 3M | +11.2% | +4.1% | +7.0% | +9.6% |
| 6M | -10.2% | +33.8% | -44.1% | -16.5% |
| YTD | -2.0% | +15.7% | -17.7% | -7.6% |
| 1Y | -19.1% | +17.5% | -36.6% | -24.5% |
| 3Y | +20.9% | -35.3% | +56.2% | +22.4% |
| 5Y | -17.8% | -26.9% | +9.1% | -20.5% |
| 10Y | +23.5% | +262.9% | -239.4% | -23.4% |
| All | +153.3% | +1,334.3% | -1,181.0% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling