+2.8%
MOS vs IT
+96.9%
-94.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +19.7% | -18.8% | +38.5% | +26.0% |
| 30D | +21.5% | -0.1% | +21.6% | +20.7% |
| 3M | -0.4% | +2.9% | -3.3% | -2.7% |
| 6M | +4.5% | +20.4% | -15.9% | -4.2% |
| YTD | -2.9% | -24.3% | +21.4% | +1.2% |
| 1Y | -7.7% | -17.2% | +9.4% | -7.0% |
| 3Y | -25.6% | -52.4% | +26.8% | -12.0% |
| 5Y | -31.2% | -43.7% | +12.5% | -26.4% |
| 10Y | +2.8% | +90.3% | -87.5% | -40.4% |
| All | +2.8% | +96.9% | -94.1% | -40.4% |
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