+0.6%
MOS vs IBN
+389.8%
-389.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +5.5% | +11.1% | -5.7% | +1.5% |
| 30D | +21.0% | +23.9% | -2.9% | +12.2% |
| 3M | -0.5% | +16.3% | -16.8% | -5.7% |
| 6M | +6.6% | +34.2% | -27.6% | -4.1% |
| YTD | -2.8% | +17.6% | -20.3% | -8.9% |
| 1Y | -8.1% | +13.8% | -21.9% | -12.8% |
| 3Y | -25.6% | +57.0% | -82.6% | -38.5% |
| 5Y | -29.8% | +75.3% | -105.1% | -44.9% |
| 10Y | +0.6% | +388.7% | -388.1% | -41.9% |
| All | +0.6% | +389.8% | -389.3% | -41.9% |
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