-32.8%
MOS vs IBB
+37.5%
-70.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.7% |
| 7D | +21.6% | -1.8% | +23.4% | +22.5% |
| 30D | +12.0% | +5.1% | +6.9% | +9.1% |
| 3M | -3.9% | +10.7% | -14.6% | -8.9% |
| 6M | -3.3% | +22.9% | -26.2% | -13.0% |
| YTD | -4.6% | +26.7% | -31.3% | -15.8% |
| 1Y | -7.0% | +35.1% | -42.1% | -20.6% |
| 3Y | -24.4% | +80.2% | -104.6% | -44.2% |
| All | -32.8% | +37.5% | -70.3% | -44.7% |
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