-12.4%
IREN vs MOS
-30.8%
+18.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.7% |
| 7D | -2.8% | +19.7% | -22.4% | -10.4% |
| 30D | -39.2% | +21.5% | -60.7% | -44.4% |
| 3M | -48.1% | -0.4% | -47.7% | -48.8% |
| 6M | -65.0% | +4.5% | -69.6% | -66.2% |
| YTD | -43.3% | -2.9% | -40.4% | -44.7% |
| 1Y | -65.7% | -7.7% | -58.0% | -66.0% |
| 3Y | +620.9% | -25.6% | +646.5% | +649.1% |
| All | -12.4% | -30.8% | +18.3% | -13.4% |
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