-29.8%
MOS vs IRM
+186.8%
-216.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | +5.5% | -5.3% | +10.7% | +7.0% |
| 30D | +21.0% | -2.3% | +23.3% | +21.3% |
| 3M | -0.5% | -7.4% | +7.0% | +1.4% |
| 6M | +6.6% | -12.2% | +18.8% | +10.5% |
| YTD | -2.8% | +38.6% | -41.4% | -16.8% |
| 1Y | -8.1% | +14.9% | -23.0% | -15.2% |
| 3Y | -25.6% | +108.2% | -133.8% | -51.7% |
| 5Y | -29.8% | +183.8% | -213.6% | -62.8% |
| All | -29.8% | +186.8% | -216.6% | -62.8% |
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