-12.3%
IP vs MOS
-31.6%
+19.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.3% | -7.2% | -4.6% |
| 7D | -5.0% | +22.5% | -27.5% | -9.1% |
| 30D | +6.5% | +6.6% | -0.1% | +4.7% |
| 3M | -18.0% | -3.8% | -14.2% | -17.8% |
| 6M | +10.3% | -2.2% | +12.5% | +9.9% |
| YTD | -9.9% | -4.8% | -5.1% | -10.9% |
| 1Y | -1.1% | -11.7% | +10.7% | -0.8% |
| 3Y | +13.0% | -26.5% | +39.5% | +14.5% |
| 5Y | -12.3% | -32.2% | +19.9% | -11.2% |
| All | -12.3% | -31.6% | +19.3% | -11.2% |
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