-27.5%
MOS vs IBN
+58.3%
-85.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +5.5% | +11.1% | -5.7% | +3.0% |
| 30D | +21.0% | +23.9% | -2.9% | +15.8% |
| 3M | -0.5% | +16.3% | -16.8% | -3.7% |
| 6M | +6.6% | +34.2% | -27.6% | +0.7% |
| YTD | -2.8% | +17.6% | -20.3% | -6.5% |
| 1Y | -8.1% | +13.8% | -21.9% | -11.0% |
| All | -27.5% | +58.3% | -85.8% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling