+55.6%
IOT vs MOS
-19.4%
+75.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.1% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | -4.7% | +10.9% | -15.6% | -6.9% |
| 3M | +17.8% | +29.2% | -11.5% | +10.7% |
| 6M | +16.8% | -2.3% | +19.1% | +15.7% |
| YTD | +8.4% | +8.3% | +0.1% | +4.1% |
| 1Y | -0.8% | -21.2% | +20.4% | +3.1% |
| 3Y | +25.7% | -25.9% | +51.7% | +29.7% |
| All | +55.6% | -19.4% | +75.0% | +2.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling