-9.0%
MOS vs IRE
-84.4%
+75.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +14.0% | -12.6% | +1.0% |
| 7D | +9.5% | +54.8% | -45.2% | +8.2% |
| 30D | +10.4% | +18.4% | -8.0% | +9.4% |
| 3M | +12.9% | -66.7% | +79.6% | +14.9% |
| 6M | +1.2% | -52.3% | +53.6% | +1.2% |
| YTD | +9.3% | -52.3% | +61.6% | +8.3% |
| All | -9.0% | -84.4% | +75.5% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling