-36.6%
MOH vs IRM
+102.2%
-138.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.9% |
| 7D | +1.7% | -1.4% | +3.1% | +1.8% |
| 30D | -0.9% | -7.4% | +6.5% | -0.5% |
| 3M | +5.7% | -7.4% | +13.1% | +6.1% |
| 6M | +39.1% | +8.7% | +30.5% | +38.2% |
| YTD | +17.7% | +40.9% | -23.3% | +14.8% |
| 1Y | +8.4% | +20.5% | -12.1% | +7.7% |
| 3Y | -36.6% | +101.7% | -138.3% | -38.9% |
| All | -36.6% | +102.2% | -138.7% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling