+166.4%
IWM vs MOH
+264.4%
-98.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.1% |
| 7D | -2.4% | +1.7% | -4.1% | -2.7% |
| 30D | -4.6% | -0.9% | -3.7% | -4.5% |
| 3M | -0.3% | +5.7% | -6.0% | -1.5% |
| 6M | +14.7% | +39.1% | -24.4% | +7.8% |
| YTD | +17.8% | +17.7% | +0.2% | +12.4% |
| 1Y | +21.2% | +8.4% | +12.8% | +16.5% |
| 3Y | +62.3% | -36.6% | +98.9% | +65.5% |
| 5Y | +38.7% | -19.1% | +57.8% | +32.2% |
| All | +166.4% | +264.4% | -98.0% | +99.9% |
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