-30.3%
MOS vs IRM
+112.1%
-142.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.9% |
| 7D | -2.0% | +6.8% | -8.8% | -3.6% |
| 30D | +15.3% | +2.6% | +12.7% | +14.1% |
| 3M | +1.5% | -9.5% | +11.0% | +3.6% |
| 6M | -2.0% | -8.5% | +6.5% | -0.5% |
| YTD | -6.5% | +40.3% | -46.8% | -16.9% |
| 1Y | -11.1% | +28.7% | -39.7% | -18.9% |
| 3Y | -30.3% | +111.8% | -142.1% | -56.5% |
| All | -30.3% | +112.1% | -142.3% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling