-7.0%
MOS vs IRE
-98.3%
+91.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +39.6% | -39.4% | -0.4% |
| 7D | +21.6% | -27.2% | +48.8% | +21.7% |
| 30D | +12.0% | -75.1% | +87.1% | +15.2% |
| 3M | -3.9% | -77.9% | +74.0% | -1.3% |
| 6M | -3.3% | -94.6% | +91.3% | +1.9% |
| YTD | -4.6% | -91.5% | +86.9% | -1.2% |
| 1Y | -7.0% | -97.8% | +90.9% | -5.2% |
| All | -7.0% | -98.3% | +91.4% | -5.2% |
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