+62.8%
IVZ vs MOH
-26.8%
+89.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.1% |
| 7D | +1.1% | -3.3% | +4.4% | +1.3% |
| 30D | +3.1% | -0.1% | +3.2% | +3.1% |
| 3M | +18.2% | -1.1% | +19.2% | +18.1% |
| 6M | +38.6% | +35.9% | +2.7% | +35.9% |
| YTD | +25.9% | +13.1% | +12.8% | +24.4% |
| 1Y | +51.7% | +11.8% | +39.9% | +49.6% |
| 3Y | +138.7% | -38.7% | +177.4% | +137.5% |
| 5Y | +62.8% | -25.1% | +87.9% | +42.4% |
| All | +62.8% | -26.8% | +89.6% | +42.4% |
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 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