-1.6%
MOS vs IBN
+364.2%
-365.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.5% |
| 7D | +24.8% | +15.8% | +9.0% | +18.6% |
| 30D | +22.7% | +25.1% | -2.4% | +13.4% |
| 3M | -1.2% | +16.0% | -17.2% | -6.3% |
| 6M | +5.5% | +32.8% | -27.2% | -4.7% |
| YTD | -2.0% | +18.0% | -20.0% | -8.3% |
| 1Y | -7.9% | +15.9% | -23.8% | -13.3% |
| 3Y | -25.0% | +57.6% | -82.6% | -38.1% |
| 5Y | -27.7% | +74.7% | -102.4% | -43.3% |
| 10Y | -1.6% | +373.9% | -375.5% | -43.2% |
| All | -1.6% | +364.2% | -365.7% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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