+1,356.0%
MOH vs IRM
+1,798.5%
-442.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -4.2% | +3.0% | -7.2% | -5.1% |
| 30D | -2.4% | -5.2% | +2.8% | -0.9% |
| 3M | -4.4% | -8.0% | +3.6% | -2.3% |
| 6M | +32.9% | +9.2% | +23.8% | +27.9% |
| YTD | +11.9% | +41.0% | -29.1% | -1.9% |
| 1Y | +6.9% | +23.3% | -16.3% | -2.3% |
| 3Y | -39.4% | +102.8% | -142.3% | -54.9% |
| 5Y | -25.0% | +192.8% | -217.7% | -51.9% |
| 10Y | +244.9% | +439.6% | -194.8% | +68.6% |
| All | +1,356.0% | +1,798.5% | -442.5% | +369.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling