-31.2%
MOS vs IOVA
-67.3%
+36.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.8% |
| 7D | +19.7% | +1.9% | +17.8% | +19.4% |
| 30D | +21.5% | -44.1% | +65.6% | +24.0% |
| 3M | -0.4% | +28.9% | -29.3% | -2.6% |
| 6M | +4.5% | +125.7% | -121.2% | -1.1% |
| YTD | -2.9% | +199.3% | -202.2% | -10.5% |
| 1Y | -7.7% | +255.2% | -262.9% | -15.9% |
| 3Y | -25.6% | +106.8% | -132.5% | -32.6% |
| 5Y | -31.2% | -67.1% | +35.9% | -32.3% |
| All | -31.2% | -67.3% | +36.1% | -32.3% |
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