+261.9%
MOH vs IAG
+427.6%
-165.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +2.0% |
| 7D | +1.7% | -1.1% | +2.8% | +1.7% |
| 30D | -0.9% | +12.1% | -13.0% | -1.1% |
| 3M | +5.7% | +25.5% | -19.8% | +5.2% |
| 6M | +39.1% | -7.1% | +46.2% | +39.0% |
| YTD | +17.7% | +22.9% | -5.2% | +17.0% |
| 1Y | +8.4% | +83.3% | -75.0% | +6.8% |
| 3Y | -36.6% | +808.5% | -845.1% | -40.1% |
| 5Y | -19.1% | +838.0% | -857.0% | -24.3% |
| All | +261.9% | +427.6% | -165.7% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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