+62.6%
IOT vs MOS
-16.5%
+79.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.8% | -0.7% |
| 7D | +2.8% | +7.1% | -4.3% | +1.3% |
| 30D | -1.8% | +15.0% | -16.8% | -4.9% |
| 3M | +17.9% | +24.1% | -6.2% | +11.8% |
| 6M | +13.5% | +2.7% | +10.8% | +11.2% |
| YTD | +13.3% | +12.2% | +1.1% | +8.0% |
| 1Y | -3.3% | -16.3% | +13.0% | -0.9% |
| 3Y | +31.3% | -23.3% | +54.6% | +34.5% |
| All | +62.6% | -16.5% | +79.0% | +6.7% |
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