+355.1%
IBKR vs MOS
-32.9%
+388.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.6% |
| 7D | +11.8% | -2.6% | +14.4% | +12.3% |
| 30D | -7.0% | +13.5% | -20.5% | -9.4% |
| 3M | -11.2% | -2.9% | -8.3% | -11.3% |
| 6M | -3.7% | -1.0% | -2.7% | -4.5% |
| YTD | +26.8% | -7.2% | +34.0% | +26.3% |
| 1Y | +12.3% | -11.4% | +23.7% | +12.7% |
| 3Y | +301.2% | -29.0% | +330.2% | +309.2% |
| 5Y | +355.1% | -34.0% | +389.1% | +320.1% |
| All | +355.1% | -32.9% | +388.0% | +320.1% |
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