+37.4%
IWM vs MOH
-21.2%
+58.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.3% |
| 7D | -2.5% | -1.3% | -1.2% | -2.4% |
| 30D | -4.4% | +3.0% | -7.4% | -4.7% |
| 3M | +2.2% | +1.2% | +1.0% | +1.9% |
| 6M | +14.0% | +41.7% | -27.7% | +9.9% |
| YTD | +17.4% | +15.4% | +2.0% | +14.5% |
| 1Y | +22.9% | +11.8% | +11.2% | +19.7% |
| 3Y | +62.1% | -37.5% | +99.6% | +63.4% |
| All | +37.4% | -21.2% | +58.6% | +27.3% |
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