-28.3%
MOS vs IOVA
+44.8%
-73.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.4% |
| 7D | +9.5% | +9.7% | -0.2% | +9.1% |
| 30D | +10.4% | +102.5% | -92.1% | +7.1% |
| 3M | +12.9% | +100.7% | -87.8% | +9.2% |
| 6M | +1.2% | +106.3% | -105.1% | -2.7% |
| YTD | +9.3% | +222.0% | -212.7% | +2.3% |
| 1Y | -18.0% | +299.5% | -317.5% | -24.6% |
| All | -28.3% | +44.8% | -73.1% | -33.6% |
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