+59.1%
IVZ vs MOH
+246.4%
-187.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +1.2% | -4.2% | +5.4% | +1.8% |
| 30D | +1.8% | -2.4% | +4.1% | +2.1% |
| 3M | +15.7% | -4.4% | +20.1% | +16.1% |
| 6M | +36.3% | +32.9% | +3.4% | +29.1% |
| YTD | +24.9% | +11.9% | +13.1% | +20.3% |
| 1Y | +48.9% | +6.9% | +42.0% | +43.7% |
| 3Y | +136.8% | -39.4% | +176.2% | +141.7% |
| 5Y | +60.0% | -25.0% | +84.9% | +52.3% |
| All | +59.1% | +246.4% | -187.3% | +16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling