-1.1%
IP vs MOS
-16.7%
+15.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.3% | -7.2% | -4.6% |
| 7D | -5.0% | +22.5% | -27.5% | -8.8% |
| 30D | +6.5% | +6.6% | -0.1% | +5.2% |
| 3M | -18.0% | -3.8% | -14.2% | -17.4% |
| 6M | +10.3% | -2.2% | +12.5% | +9.4% |
| YTD | -9.9% | -4.8% | -5.1% | -13.2% |
| 1Y | -1.1% | -11.7% | +10.7% | -1.9% |
| All | -1.1% | -16.7% | +15.7% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling