+876.7%
IAU vs MOS
+133.5%
+743.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -0.9% |
| 7D | -0.5% | +9.5% | -10.0% | -1.1% |
| 30D | +4.4% | +10.4% | -6.0% | +3.7% |
| 3M | -1.1% | +12.9% | -13.9% | -2.0% |
| 6M | -13.7% | +1.2% | -15.0% | -14.0% |
| YTD | +2.7% | +9.3% | -6.6% | +1.9% |
| 1Y | +24.6% | -18.0% | +42.6% | +25.5% |
| 3Y | +126.8% | -29.0% | +155.9% | +128.8% |
| 5Y | +139.5% | -9.6% | +149.1% | +135.2% |
| 10Y | +226.3% | +6.1% | +220.2% | +207.1% |
| All | +876.7% | +133.5% | +743.1% | +680.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling