+16.3%
MOS vs IFF
-21.7%
+38.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | +1.7% | -3.0% | +4.7% | +3.0% |
| 30D | +11.7% | -0.9% | +12.6% | +12.1% |
| 3M | +23.2% | +11.8% | +11.3% | +16.6% |
| 6M | -1.6% | +16.5% | -18.2% | -9.9% |
| YTD | +10.8% | +26.5% | -15.7% | -2.7% |
| 1Y | -16.2% | +32.7% | -48.9% | -28.5% |
| 3Y | -24.2% | +32.0% | -56.2% | -36.7% |
| 5Y | -6.6% | -36.1% | +29.4% | +6.6% |
| 10Y | +16.3% | -20.1% | +36.4% | +16.8% |
| All | +16.3% | -21.7% | +38.0% | +16.8% |
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