-25.0%
MOS vs IBB
+89.8%
-114.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.5% |
| 7D | +24.8% | +0.8% | +24.0% | +24.2% |
| 30D | +22.7% | +5.2% | +17.5% | +19.4% |
| 3M | -1.2% | +8.6% | -9.8% | -5.8% |
| 6M | +5.5% | +27.8% | -22.3% | -8.2% |
| YTD | -2.0% | +28.8% | -30.8% | -15.5% |
| 1Y | -7.9% | +36.4% | -44.3% | -23.5% |
| 3Y | -25.0% | +89.3% | -114.3% | -52.1% |
| All | -25.0% | +89.8% | -114.8% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling