+146.9%
MOS vs IBN
+1,532.9%
-1,386.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +9.5% | +1.4% | +8.1% | +9.1% |
| 30D | +10.4% | -0.3% | +10.8% | +10.6% |
| 3M | +12.9% | +17.1% | -4.2% | +7.8% |
| 6M | +1.2% | +3.4% | -2.2% | -0.1% |
| YTD | +9.3% | +2.5% | +6.8% | +7.9% |
| 1Y | -18.0% | -4.2% | -13.8% | -17.6% |
| 3Y | -29.0% | +32.4% | -61.4% | -35.8% |
| 5Y | -9.6% | +59.2% | -68.8% | -23.3% |
| 10Y | +6.1% | +345.7% | -339.6% | -36.0% |
| All | +146.9% | +1,532.9% | -1,386.0% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling