-4.2%
MOS vs IFF
-34.7%
+30.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.5% | +2.9% |
| 7D | +7.1% | -0.2% | +7.2% | +7.1% |
| 30D | +15.0% | -0.3% | +15.4% | +15.1% |
| 3M | +24.1% | +18.6% | +5.5% | +17.8% |
| 6M | +2.7% | +17.4% | -14.6% | -2.9% |
| YTD | +12.2% | +28.5% | -16.3% | +2.9% |
| 1Y | -16.3% | +32.5% | -48.8% | -24.2% |
| 3Y | -23.3% | +34.1% | -57.3% | -30.8% |
| 5Y | -4.2% | -35.2% | +31.0% | +1.0% |
| All | -4.2% | -34.7% | +30.5% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling