-53.8%
MOS vs IQV
+521.2%
-575.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.9% |
| 7D | +21.6% | +1.7% | +19.9% | +20.7% |
| 30D | +12.0% | +5.3% | +6.7% | +9.3% |
| 3M | -3.9% | +17.0% | -20.8% | -10.2% |
| 6M | -3.3% | +54.0% | -57.4% | -20.4% |
| YTD | -4.6% | +20.6% | -25.2% | -14.7% |
| 1Y | -7.0% | +28.9% | -35.9% | -19.3% |
| 3Y | -24.4% | +37.0% | -61.4% | -39.2% |
| 5Y | -32.1% | +10.0% | -42.1% | -41.4% |
| 10Y | +10.3% | +274.5% | -264.1% | -44.4% |
| All | -53.8% | +521.2% | -575.0% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling