+209.5%
IAU vs MOS
+8.6%
+200.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +4.7% | +21.6% | -16.8% | +3.8% |
| 30D | -0.9% | +12.0% | -12.9% | -1.5% |
| 3M | -4.4% | -3.9% | -0.5% | -4.4% |
| 6M | -13.5% | -3.3% | -10.2% | -13.6% |
| YTD | -5.9% | -4.6% | -1.3% | -5.9% |
| 1Y | +1.9% | -7.0% | +8.9% | +1.9% |
| 3Y | +104.1% | -24.4% | +128.5% | +104.5% |
| 5Y | +121.0% | -32.1% | +153.1% | +122.4% |
| All | +209.5% | +8.6% | +200.8% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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