+2.8%
MOS vs IRM
+480.4%
-477.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.2% | +0.2% |
| 7D | +19.7% | -3.8% | +23.4% | +21.0% |
| 30D | +21.5% | -3.2% | +24.7% | +22.4% |
| 3M | -0.4% | -7.8% | +7.4% | +1.8% |
| 6M | +4.5% | -12.7% | +17.2% | +9.0% |
| YTD | -2.9% | +36.7% | -39.6% | -17.6% |
| 1Y | -7.7% | +10.0% | -17.8% | -14.1% |
| 3Y | -25.6% | +107.2% | -132.9% | -50.8% |
| 5Y | -31.2% | +181.6% | -212.7% | -61.5% |
| 10Y | +2.8% | +481.1% | -478.3% | -58.0% |
| All | +2.8% | +480.4% | -477.6% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling