+442.0%
IYR vs MOH
+1,330.6%
-888.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.5% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -2.5% | +3.0% | -5.5% | -3.2% |
| 3M | -3.0% | +1.2% | -4.2% | -3.6% |
| 6M | +1.6% | +41.7% | -40.1% | -6.0% |
| YTD | +7.3% | +15.4% | -8.1% | +1.8% |
| 1Y | +5.6% | +11.8% | -6.2% | +0.1% |
| 3Y | +28.1% | -37.5% | +65.6% | +31.0% |
| 5Y | +6.1% | -20.6% | +26.7% | +2.0% |
| 10Y | +67.7% | +255.8% | -188.1% | +9.8% |
| All | +442.0% | +1,330.6% | -888.6% | +125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling