-11.1%
MOS vs IRM
+20.8%
-31.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.8% |
| 7D | -2.0% | +6.8% | -8.8% | -2.9% |
| 30D | +15.3% | +2.6% | +12.7% | +14.4% |
| 3M | +1.5% | -9.5% | +11.0% | +2.9% |
| 6M | -2.0% | -8.5% | +6.5% | -1.0% |
| YTD | -6.5% | +40.3% | -46.8% | -14.0% |
| 1Y | -11.1% | +28.7% | -39.7% | -16.2% |
| All | -11.1% | +20.8% | -31.8% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling