-16.1%
IP vs MOS
-8.7%
-7.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.9% |
| 7D | -5.3% | +9.5% | -14.8% | -7.1% |
| 30D | -10.9% | +10.4% | -21.3% | -12.8% |
| 3M | +11.2% | +12.9% | -1.7% | +7.9% |
| 6M | -10.2% | +1.2% | -11.5% | -11.9% |
| YTD | -2.0% | +9.3% | -11.3% | -5.4% |
| 1Y | -19.1% | -18.0% | -1.1% | -17.5% |
| 3Y | +20.9% | -29.0% | +49.9% | +23.6% |
| All | -16.1% | -8.7% | -7.4% | -23.1% |
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