+150.2%
MOS vs IFF
+856.0%
-705.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +9.5% | -1.8% | +11.4% | +10.5% |
| 30D | +10.4% | -2.0% | +12.4% | +11.4% |
| 3M | +12.9% | +18.5% | -5.7% | +3.1% |
| 6M | +1.2% | +11.7% | -10.4% | -6.3% |
| YTD | +9.3% | +29.6% | -20.3% | -6.5% |
| 1Y | -18.0% | +35.0% | -52.9% | -31.7% |
| 3Y | -29.0% | +32.3% | -61.3% | -41.7% |
| 5Y | -9.6% | -34.6% | +25.0% | -0.1% |
| 10Y | +6.1% | -20.6% | +26.7% | +2.6% |
| All | +150.2% | +856.0% | -705.8% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling