-7.0%
MOS vs IFF
-13.3%
+6.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.8% | -3.4% |
| 7D | -2.6% | -6.9% | +4.4% | +0.5% |
| 30D | +13.5% | -8.9% | +22.3% | +17.5% |
| 3M | -2.9% | -3.7% | +0.8% | -1.9% |
| 6M | -1.0% | +3.5% | -4.5% | -3.7% |
| YTD | -7.2% | +21.2% | -28.4% | -17.6% |
| 1Y | -11.4% | +25.6% | -37.0% | -23.0% |
| 3Y | -29.0% | +19.7% | -48.7% | -38.3% |
| 5Y | -34.0% | -39.8% | +5.8% | -22.2% |
| All | -7.0% | -13.3% | +6.3% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling