+25.4%
IP vs MOS
+8.5%
+16.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.3% | -7.2% | -4.9% |
| 7D | -5.0% | +22.5% | -27.5% | -10.7% |
| 30D | +6.5% | +6.6% | -0.1% | +3.9% |
| 3M | -18.0% | -3.8% | -14.2% | -17.9% |
| 6M | +10.3% | -2.2% | +12.5% | +9.6% |
| YTD | -9.9% | -4.8% | -5.1% | -11.2% |
| 1Y | -1.1% | -11.7% | +10.7% | -0.7% |
| 3Y | +13.0% | -26.5% | +39.5% | +15.7% |
| 5Y | -12.3% | -32.2% | +19.9% | -14.8% |
| All | +25.4% | +8.5% | +16.9% | -5.9% |
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