-24.5%
MOS vs IOVA
+78.3%
-102.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -11.0% | +14.3% | +3.7% |
| 7D | +22.5% | -19.0% | +41.5% | +23.3% |
| 30D | +6.6% | -40.3% | +46.9% | +8.2% |
| 3M | -3.8% | +78.3% | -82.1% | -7.3% |
| 6M | -2.2% | +94.5% | -96.7% | -6.5% |
| YTD | -4.8% | +183.5% | -188.3% | -11.7% |
| 1Y | -11.7% | +327.6% | -339.3% | -20.6% |
| All | -24.5% | +78.3% | -102.9% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling