-28.3%
MOS vs IBN
+32.1%
-60.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +9.5% | +1.4% | +8.1% | +9.3% |
| 30D | +10.4% | -0.3% | +10.8% | +10.5% |
| 3M | +12.9% | +17.1% | -4.2% | +9.9% |
| 6M | +1.2% | +3.4% | -2.2% | +0.5% |
| YTD | +9.3% | +2.5% | +6.8% | +8.4% |
| 1Y | -18.0% | -4.2% | -13.8% | -17.6% |
| All | -28.3% | +32.1% | -60.3% | -34.4% |
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