-25.6%
MOS vs IFF
+26.0%
-51.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.2% |
| 7D | +19.7% | -10.8% | +30.4% | +23.6% |
| 30D | +21.5% | -0.1% | +21.6% | +20.7% |
| 3M | -0.4% | -1.2% | +0.8% | -0.7% |
| 6M | +4.5% | +5.2% | -0.7% | +1.6% |
| YTD | -2.9% | +27.3% | -30.2% | -13.2% |
| 1Y | -7.7% | +39.2% | -46.9% | -21.0% |
| 3Y | -25.6% | +26.1% | -51.8% | -42.7% |
| All | -25.6% | +26.0% | -51.6% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling