+3.0%
MOS vs IRM
+9,964.6%
-9,961.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.9% |
| 7D | +9.5% | -0.5% | +10.0% | +9.6% |
| 30D | +10.4% | -8.1% | +18.5% | +13.1% |
| 3M | +12.9% | -9.7% | +22.5% | +16.2% |
| 6M | +1.2% | +10.0% | -8.8% | -2.6% |
| YTD | +9.3% | +43.0% | -33.7% | -4.0% |
| 1Y | -18.0% | +32.7% | -50.7% | -26.5% |
| 3Y | -29.0% | +102.7% | -131.7% | -45.8% |
| 5Y | -9.6% | +187.6% | -197.2% | -39.0% |
| 10Y | +6.1% | +420.1% | -414.0% | -42.3% |
| All | +3.0% | +9,964.6% | -9,961.6% | -66.0% |
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