+115.3%
MOS vs IBN
+1,726.4%
-1,611.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -1.1% |
| 7D | +21.6% | +15.1% | +6.5% | +16.9% |
| 30D | +12.0% | +21.6% | -9.7% | +5.8% |
| 3M | -3.9% | +11.2% | -15.1% | -6.8% |
| 6M | -3.3% | +27.8% | -31.1% | -10.1% |
| YTD | -4.6% | +14.7% | -19.3% | -8.9% |
| 1Y | -7.0% | +14.4% | -21.4% | -11.1% |
| 3Y | -24.4% | +52.1% | -76.5% | -34.3% |
| 5Y | -32.1% | +70.7% | -102.8% | -43.5% |
| 10Y | +10.3% | +385.5% | -375.2% | -34.9% |
| All | +115.3% | +1,726.4% | -1,611.0% | -16.0% |
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