+55.6%
IOT vs MOS
-20.1%
+75.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.1% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -4.7% | +10.0% | -14.6% | -6.8% |
| 3M | +17.8% | +28.2% | -10.4% | +10.9% |
| 6M | +16.8% | -3.1% | +19.9% | +15.9% |
| YTD | +8.4% | +7.4% | +1.0% | +4.3% |
| 1Y | -0.8% | -21.8% | +21.0% | +3.2% |
| 3Y | +25.7% | -26.6% | +52.3% | +29.9% |
| All | +55.6% | -20.1% | +75.7% | +3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling