-10.3%
MOS vs IRM
+9,056.8%
-9,067.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -11.1% | +14.4% | +6.9% |
| 7D | +22.5% | -10.9% | +33.4% | +26.7% |
| 30D | +6.6% | -9.4% | +16.1% | +9.6% |
| 3M | -3.8% | -16.4% | +12.6% | +1.1% |
| 6M | -2.2% | -18.7% | +16.5% | +3.5% |
| YTD | -4.8% | +30.1% | -34.9% | -14.2% |
| 1Y | -11.7% | +8.5% | -20.2% | -15.8% |
| 3Y | -26.5% | +88.0% | -114.6% | -42.8% |
| 5Y | -32.2% | +167.6% | -199.8% | -53.3% |
| 10Y | +10.2% | +458.9% | -448.7% | -41.2% |
| All | -10.3% | +9,056.8% | -9,067.1% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling