+66.9%
IYR vs MOH
+264.4%
-197.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | -1.4% | +1.7% | -3.1% | -1.6% |
| 30D | -2.7% | -0.9% | -1.8% | -2.6% |
| 3M | -2.1% | +5.7% | -7.8% | -3.3% |
| 6M | +3.6% | +39.1% | -35.5% | -2.3% |
| YTD | +8.1% | +17.7% | -9.5% | +3.5% |
| 1Y | +4.7% | +8.4% | -3.7% | +1.0% |
| 3Y | +29.1% | -36.6% | +65.7% | +32.0% |
| 5Y | +6.9% | -19.1% | +26.0% | +3.0% |
| All | +66.9% | +264.4% | -197.4% | +29.7% |
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