+103.9%
MOS vs IBB
+554.8%
-450.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.0% | +8.3% | +6.3% |
| 7D | +22.5% | -3.6% | +26.1% | +25.1% |
| 30D | +6.6% | +3.4% | +3.2% | +4.1% |
| 3M | -3.8% | +9.5% | -13.3% | -9.5% |
| 6M | -2.2% | +23.3% | -25.5% | -14.5% |
| YTD | -4.8% | +24.5% | -29.3% | -17.6% |
| 1Y | -11.7% | +32.9% | -44.6% | -26.7% |
| 3Y | -26.5% | +76.6% | -103.1% | -49.2% |
| 5Y | -32.2% | +35.5% | -67.7% | -46.2% |
| 10Y | +10.2% | +156.7% | -146.6% | -41.7% |
| All | +103.9% | +554.8% | -450.9% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling