+490.5%
IBKR vs MOS
-7.6%
+498.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | +1.3% | +1.7% | -0.4% | +1.0% |
| 30D | -0.3% | +11.7% | -12.0% | -2.6% |
| 3M | +4.7% | +23.2% | -18.5% | +0.2% |
| 6M | +34.0% | -1.6% | +35.7% | +32.9% |
| YTD | +40.8% | +10.8% | +30.0% | +36.3% |
| 1Y | +45.7% | -16.2% | +62.0% | +48.4% |
| 3Y | +288.4% | -24.2% | +312.6% | +293.6% |
| All | +490.5% | -7.6% | +498.1% | +373.0% |
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