-6.3%
MOS vs IT
+90.0%
-96.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -2.0% | +1.1% | -3.0% | -2.2% |
| 30D | +15.3% | -1.8% | +17.2% | +15.1% |
| 3M | +1.5% | +4.8% | -3.3% | -1.3% |
| 6M | -2.0% | +33.0% | -35.0% | -12.8% |
| YTD | -6.5% | -23.8% | +17.3% | -2.7% |
| 1Y | -11.1% | -16.5% | +5.5% | -10.5% |
| 3Y | -30.3% | -53.6% | +23.4% | -16.4% |
| 5Y | -33.5% | -42.1% | +8.6% | -29.8% |
| All | -6.3% | +90.0% | -96.3% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling