-24.4%
MOS vs IOVA
+85.3%
-109.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.7% | 0.0% |
| 7D | +21.6% | -5.2% | +26.8% | +21.7% |
| 30D | +12.0% | -37.8% | +49.7% | +13.5% |
| 3M | -3.9% | +29.5% | -33.4% | -5.9% |
| 6M | -3.3% | +96.6% | -99.9% | -7.6% |
| YTD | -4.6% | +194.5% | -199.2% | -11.7% |
| 1Y | -7.0% | +248.1% | -255.0% | -15.0% |
| 3Y | -24.4% | +86.1% | -110.5% | -30.4% |
| All | -24.4% | +85.3% | -109.7% | -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