+105.6%
IAU vs MOS
-33.6%
+139.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -4.6% | -2.0% | -2.6% | -4.4% |
| 30D | -5.4% | +15.3% | -20.7% | -6.9% |
| 3M | -10.9% | +1.5% | -12.4% | -11.3% |
| 6M | -17.4% | -2.0% | -15.4% | -17.6% |
| YTD | -10.2% | -6.5% | -3.7% | -10.1% |
| 1Y | -7.1% | -11.1% | +4.0% | -6.6% |
| 3Y | +97.7% | -30.3% | +128.0% | +99.6% |
| All | +105.6% | -33.6% | +139.2% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling