+1,166.1%
MOH vs IAG
+378.9%
+787.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.2% |
| 7D | -4.2% | +1.7% | -5.9% | -4.3% |
| 30D | -2.4% | +11.4% | -13.8% | -2.8% |
| 3M | -4.4% | +33.0% | -37.4% | -5.6% |
| 6M | +32.9% | -6.0% | +38.9% | +32.7% |
| YTD | +11.9% | +24.6% | -12.7% | +10.3% |
| 1Y | +6.9% | +105.0% | -98.1% | +3.2% |
| 3Y | -39.4% | +837.9% | -877.3% | -45.8% |
| 5Y | -25.0% | +817.0% | -841.9% | -33.8% |
| 10Y | +244.9% | +425.3% | -180.4% | +201.3% |
| All | +1,166.1% | +378.9% | +787.2% | +898.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling