+439.8%
IREN vs MOS
-26.7%
+466.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.3% | -20.2% | -17.8% |
| 7D | -31.3% | +22.5% | -53.8% | -35.9% |
| 30D | -56.3% | +6.6% | -63.0% | -57.3% |
| 3M | -53.6% | -3.8% | -49.8% | -53.2% |
| 6M | -67.1% | -2.2% | -64.9% | -67.0% |
| YTD | -52.3% | -4.8% | -47.5% | -52.5% |
| 1Y | -76.4% | -11.7% | -64.7% | -76.0% |
| All | +439.8% | -26.7% | +466.5% | +502.2% |
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 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