+6.4%
MOH vs IRE
-98.1%
+104.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.4% | +14.2% | -0.3% |
| 7D | +0.2% | -31.8% | +32.1% | 0.0% |
| 30D | +0.1% | -71.8% | +71.9% | -0.2% |
| 3M | +1.8% | -88.9% | +90.7% | +1.5% |
| 6M | +9.1% | -95.4% | +104.5% | +8.9% |
| YTD | +20.7% | -94.2% | +114.9% | +20.0% |
| 1Y | +51.3% | -97.1% | +148.4% | +47.5% |
| All | +6.4% | -98.1% | +104.6% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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