-1.6%
MOS vs IOVA
+12.2%
-13.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +24.8% | -8.5% | +33.3% | +25.5% |
| 30D | +22.7% | -44.7% | +67.4% | +26.8% |
| 3M | -1.2% | +26.2% | -27.5% | -4.5% |
| 6M | +5.5% | +123.2% | -117.7% | -3.3% |
| YTD | -2.0% | +196.0% | -197.9% | -13.6% |
| 1Y | -7.9% | +240.9% | -248.9% | -20.1% |
| 3Y | -25.0% | +103.5% | -128.5% | -37.2% |
| 5Y | -27.7% | -65.5% | +37.7% | -33.2% |
| 10Y | -1.6% | +7.0% | -8.6% | -20.4% |
| All | -1.6% | +12.2% | -13.8% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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