-32.8%
MOS vs IOVA
-67.9%
+35.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.6% |
| 3M | -3.9% | +29.5% | -33.4% | -6.0% |
| 6M | -3.3% | +96.6% | -99.9% | -8.0% |
| YTD | -4.6% | +194.5% | -199.2% | -12.0% |
| 1Y | -7.0% | +248.1% | -255.0% | -15.2% |
| 3Y | -24.4% | +86.1% | -110.5% | -31.1% |
| All | -32.8% | -67.9% | +35.1% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling