-9.6%
MOS vs IBB
+22.5%
-32.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | +9.5% | +1.4% | +8.1% | +8.8% |
| 30D | +10.4% | +10.5% | -0.1% | +5.2% |
| 3M | +12.9% | +23.6% | -10.8% | +1.7% |
| 6M | +1.2% | +22.6% | -21.4% | -8.7% |
| YTD | +9.3% | +25.7% | -16.4% | -2.7% |
| 1Y | -18.0% | +51.4% | -69.4% | -33.7% |
| 3Y | -29.0% | +64.4% | -93.4% | -45.2% |
| All | -9.6% | +22.5% | -32.1% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling