+913.2%
IREN vs MOS
-29.5%
+942.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.4% | +5.9% | +6.8% |
| 7D | +26.0% | +9.5% | +16.5% | +22.1% |
| 30D | +14.9% | +10.4% | +4.5% | +10.6% |
| 3M | -27.8% | +12.9% | -40.7% | -31.2% |
| 6M | +1.9% | +1.2% | +0.7% | -0.6% |
| YTD | +18.3% | +9.3% | +9.0% | +12.1% |
| 1Y | +71.0% | -18.0% | +89.0% | +79.7% |
| All | +913.2% | -29.5% | +942.6% | +1,185.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling