+61.7%
IWM vs MOH
-37.5%
+99.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.1% |
| 7D | -2.5% | -1.3% | -1.2% | -2.5% |
| 30D | -4.4% | +3.0% | -7.4% | -4.5% |
| 3M | +2.2% | +1.2% | +1.0% | +2.1% |
| 6M | +14.0% | +41.7% | -27.7% | +12.6% |
| YTD | +17.4% | +15.4% | +2.0% | +16.4% |
| 1Y | +22.9% | +11.8% | +11.2% | +21.6% |
| All | +61.7% | -37.5% | +99.2% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling