+1,260.6%
IBKR vs MOS
-0.7%
+1,261.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.3% |
| 7D | +11.8% | -2.6% | +14.4% | +12.5% |
| 30D | -7.0% | +13.5% | -20.5% | -10.4% |
| 3M | -11.2% | -2.9% | -8.3% | -11.5% |
| 6M | -3.7% | -1.0% | -2.7% | -5.0% |
| YTD | +26.8% | -7.2% | +34.0% | +25.8% |
| 1Y | +12.3% | -11.4% | +23.7% | +12.4% |
| 3Y | +301.2% | -29.0% | +330.2% | +311.9% |
| 5Y | +355.1% | -34.0% | +389.1% | +353.3% |
| 10Y | +841.5% | -4.0% | +845.5% | +665.3% |
| All | +1,260.6% | -0.7% | +1,261.3% | +904.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling