+304.9%
IBKR vs MOS
-28.7%
+333.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.8% |
| 7D | +11.8% | -2.6% | +14.4% | +12.2% |
| 30D | -7.0% | +13.5% | -20.5% | -9.0% |
| 3M | -11.2% | -2.9% | -8.3% | -11.2% |
| 6M | -3.7% | -1.0% | -2.7% | -4.3% |
| YTD | +26.8% | -7.2% | +34.0% | +26.6% |
| 1Y | +12.3% | -11.4% | +23.7% | +12.9% |
| All | +304.9% | -28.7% | +333.6% | +306.8% |
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