+2.8%
MOS vs IBB
+139.6%
-136.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -0.9% | +0.2% |
| 7D | +19.7% | +2.7% | +16.9% | +17.7% |
| 30D | +21.5% | +6.3% | +15.2% | +16.8% |
| 3M | -0.4% | +11.1% | -11.5% | -7.2% |
| 6M | +4.5% | +29.2% | -24.7% | -11.4% |
| YTD | -2.9% | +30.2% | -33.1% | -18.5% |
| 1Y | -7.7% | +39.5% | -47.2% | -25.9% |
| 3Y | -25.6% | +92.3% | -118.0% | -51.8% |
| 5Y | -31.2% | +43.0% | -74.1% | -47.0% |
| 10Y | +2.8% | +137.1% | -134.3% | -44.4% |
| All | +2.8% | +139.6% | -136.8% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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