+7.6%
MOS vs IRM
+456.9%
-449.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.3% |
| 7D | +21.6% | -8.6% | +30.2% | +25.5% |
| 30D | +12.0% | -8.0% | +19.9% | +15.1% |
| 3M | -3.9% | -12.0% | +8.1% | +0.2% |
| 6M | -3.3% | -18.2% | +14.8% | +3.5% |
| YTD | -4.6% | +31.4% | -36.0% | -17.7% |
| 1Y | -7.0% | +9.2% | -16.1% | -13.2% |
| 3Y | -24.4% | +94.6% | -119.0% | -48.5% |
| 5Y | -32.1% | +170.2% | -202.3% | -61.3% |
| All | +7.6% | +456.9% | -449.3% | -55.5% |
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