+1,449.5%
IBKR vs MOS
+16.9%
+1,432.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -3.3% | +9.5% | -12.8% | -5.5% |
| 30D | +4.5% | +10.4% | -6.0% | +1.8% |
| 3M | +6.5% | +12.9% | -6.4% | +2.8% |
| 6M | +34.2% | +1.2% | +33.0% | +31.8% |
| YTD | +44.5% | +9.3% | +35.1% | +39.0% |
| 1Y | +44.7% | -18.0% | +62.7% | +48.5% |
| 3Y | +306.7% | -29.0% | +335.8% | +320.1% |
| 5Y | +489.9% | -9.6% | +499.4% | +446.8% |
| 10Y | +1,019.5% | +6.1% | +1,013.4% | +794.0% |
| All | +1,449.5% | +16.9% | +1,432.5% | +1,009.6% |
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