+337.2%
IP vs MOS
+115.8%
+221.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +17.4% | -15.9% | -3.3% |
| 7D | +3.4% | +17.9% | -14.6% | -1.7% |
| 30D | +11.2% | +1.6% | +9.7% | +10.0% |
| 3M | -14.8% | -4.0% | -10.8% | -14.7% |
| 6M | +17.3% | -4.1% | +21.4% | +17.2% |
| YTD | -6.2% | -7.8% | +1.6% | -6.5% |
| 1Y | +2.3% | -15.6% | +17.9% | +4.2% |
| 3Y | +17.7% | -28.9% | +46.5% | +21.9% |
| 5Y | -8.4% | -36.8% | +28.4% | -7.3% |
| 10Y | +32.1% | +6.7% | +25.4% | +3.4% |
| All | +337.2% | +115.8% | +221.4% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling