+1,078.8%
IVV vs MOH
+1,302.1%
-223.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | +0.5% | -3.3% | +3.8% | +1.0% |
| 30D | -1.0% | -0.1% | -0.9% | -1.0% |
| 3M | +3.9% | -1.1% | +4.9% | +3.6% |
| 6M | +14.5% | +35.9% | -21.4% | +8.2% |
| YTD | +12.9% | +13.1% | -0.2% | +8.6% |
| 1Y | +19.4% | +11.8% | +7.5% | +14.2% |
| 3Y | +78.8% | -38.7% | +117.5% | +82.5% |
| 5Y | +82.2% | -25.1% | +107.3% | +77.9% |
| 10Y | +313.7% | +243.8% | +69.8% | +199.1% |
| All | +1,078.8% | +1,302.1% | -223.3% | +523.0% |
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