+67.8%
IOT vs MOS
-27.0%
+94.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | +0.8% | +24.8% | -24.0% | -3.7% |
| 30D | -0.2% | +22.7% | -22.9% | -4.6% |
| 3M | +4.0% | -1.2% | +5.2% | +3.5% |
| 6M | +39.4% | +5.5% | +33.8% | +35.7% |
| YTD | +16.9% | -2.0% | +18.9% | +14.1% |
| 1Y | +4.1% | -7.9% | +12.0% | +2.9% |
| 3Y | +72.7% | -25.0% | +97.7% | +75.4% |
| All | +67.8% | -27.0% | +94.8% | +12.7% |
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