+128.6%
IAU vs MOS
-29.5%
+158.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.0% |
| 7D | -0.5% | +9.5% | -10.0% | -1.8% |
| 30D | +4.4% | +10.4% | -6.0% | +2.9% |
| 3M | -1.1% | +12.9% | -13.9% | -3.0% |
| 6M | -13.7% | +1.2% | -15.0% | -14.5% |
| YTD | +2.7% | +9.3% | -6.6% | +1.3% |
| 1Y | +24.6% | -18.0% | +42.6% | +25.6% |
| All | +128.6% | -29.5% | +158.1% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling