-32.8%
MOS vs IBN
+68.5%
-101.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -1.1% |
| 7D | +21.6% | +15.1% | +6.5% | +16.8% |
| 30D | +12.0% | +21.6% | -9.7% | +5.9% |
| 3M | -3.9% | +11.2% | -15.1% | -6.9% |
| 6M | -3.3% | +27.8% | -31.1% | -9.9% |
| YTD | -4.6% | +14.7% | -19.3% | -8.9% |
| 1Y | -7.0% | +14.4% | -21.4% | -11.0% |
| 3Y | -24.4% | +52.1% | -76.5% | -35.9% |
| All | -32.8% | +68.5% | -101.3% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling