-11.5%
IREN vs MOS
-32.0%
+20.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +0.1% | +19.9% | +20.0% |
| 7D | -9.6% | +21.6% | -31.2% | -17.5% |
| 30D | -44.1% | +12.0% | -56.0% | -47.2% |
| 3M | -42.9% | -3.9% | -39.1% | -43.1% |
| 6M | -64.5% | -3.3% | -61.2% | -64.7% |
| YTD | -42.7% | -4.6% | -38.1% | -43.8% |
| 1Y | -67.7% | -7.0% | -60.7% | -68.2% |
| 3Y | +547.9% | -24.4% | +572.3% | +565.9% |
| All | -11.5% | -32.0% | +20.5% | -11.9% |
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