+7.6%
MOS vs IOVA
+34.0%
-26.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.7% | -0.1% |
| 7D | +21.6% | -5.2% | +26.8% | +21.8% |
| 30D | +12.0% | -37.8% | +49.7% | +14.7% |
| 3M | -3.9% | +29.5% | -33.4% | -7.3% |
| 6M | -3.3% | +96.6% | -99.9% | -10.7% |
| YTD | -4.6% | +194.5% | -199.2% | -16.0% |
| 1Y | -7.0% | +248.1% | -255.0% | -19.5% |
| 3Y | -24.4% | +86.1% | -110.5% | -36.4% |
| 5Y | -32.1% | -67.8% | +35.7% | -36.8% |
| All | +7.6% | +34.0% | -26.4% | -17.0% |
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