-25.6%
MOS vs IRM
+104.5%
-130.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.2% | +0.8% |
| 7D | +19.7% | -3.8% | +23.4% | +20.4% |
| 30D | +21.5% | -3.2% | +24.7% | +22.0% |
| 3M | -0.4% | -7.8% | +7.4% | +1.0% |
| 6M | +4.5% | -12.7% | +17.2% | +7.4% |
| YTD | -2.9% | +36.7% | -39.6% | -13.1% |
| 1Y | -7.7% | +10.0% | -17.8% | -11.8% |
| 3Y | -25.6% | +107.2% | -132.9% | -52.3% |
| All | -25.6% | +104.5% | -130.1% | -52.3% |
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