+966.9%
IBKR vs MOS
+13.3%
+953.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | -3.8% | +0.5% | -4.3% | -3.9% |
| 30D | -0.3% | +10.9% | -11.2% | -3.0% |
| 3M | +4.8% | +29.2% | -24.5% | -2.1% |
| 6M | +30.8% | -2.3% | +33.1% | +29.5% |
| YTD | +39.5% | +8.3% | +31.1% | +34.3% |
| 1Y | +43.7% | -21.2% | +64.8% | +49.1% |
| 3Y | +284.7% | -25.9% | +310.6% | +293.5% |
| 5Y | +484.9% | -9.4% | +494.3% | +431.3% |
| All | +966.9% | +13.3% | +953.6% | +729.5% |
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