+817.2%
IBKR vs MOS
-3.5%
+820.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.4% |
| 7D | +7.9% | -2.0% | +9.8% | +8.4% |
| 30D | -2.8% | +15.3% | -18.1% | -6.6% |
| 3M | -10.5% | +1.5% | -11.9% | -11.7% |
| 6M | -3.7% | -2.0% | -1.8% | -4.8% |
| YTD | +27.6% | -6.5% | +34.1% | +26.3% |
| 1Y | +22.5% | -11.1% | +33.6% | +22.6% |
| 3Y | +307.2% | -30.3% | +337.5% | +320.2% |
| 5Y | +357.7% | -33.5% | +391.2% | +349.6% |
| All | +817.2% | -3.5% | +820.7% | +607.5% |
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