-32.8%
MOS vs IQV
+9.4%
-42.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | +21.6% | +1.7% | +19.9% | +21.0% |
| 30D | +12.0% | +5.3% | +6.7% | +10.4% |
| 3M | -3.9% | +17.0% | -20.8% | -7.7% |
| 6M | -3.3% | +54.0% | -57.4% | -14.0% |
| YTD | -4.6% | +20.6% | -25.2% | -10.3% |
| 1Y | -7.0% | +28.9% | -35.9% | -14.3% |
| 3Y | -24.4% | +37.0% | -61.4% | -33.4% |
| All | -32.8% | +9.4% | -42.1% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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