+103.1%
IAU vs MOS
-25.3%
+128.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -2.0% | +5.5% | -7.4% | -2.7% |
| 30D | -4.4% | +21.0% | -25.4% | -7.2% |
| 3M | -8.9% | -0.5% | -8.4% | -9.3% |
| 6M | -15.9% | +6.6% | -22.5% | -17.3% |
| YTD | -7.8% | -2.8% | -5.0% | -7.9% |
| 1Y | -3.8% | -8.1% | +4.3% | -3.5% |
| All | +103.1% | -25.3% | +128.4% | +106.3% |
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