-32.8%
MOS vs IRM
+168.2%
-201.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.2% |
| 7D | +21.6% | -8.6% | +30.2% | +25.0% |
| 30D | +12.0% | -8.0% | +19.9% | +14.7% |
| 3M | -3.9% | -12.0% | +8.1% | -0.4% |
| 6M | -3.3% | -18.2% | +14.8% | +2.7% |
| YTD | -4.6% | +31.4% | -36.0% | -16.8% |
| 1Y | -7.0% | +9.2% | -16.1% | -12.7% |
| 3Y | -24.4% | +94.6% | -119.0% | -49.7% |
| All | -32.8% | +168.2% | -201.0% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling