+148.1%
IEFA vs MOS
-3.5%
+151.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +2.2% | -2.0% | +4.2% | +2.5% |
| 30D | +1.1% | +15.3% | -14.2% | -1.8% |
| 3M | -4.3% | +1.5% | -5.8% | -5.1% |
| 6M | +1.4% | -2.0% | +3.3% | +0.7% |
| YTD | +10.1% | -6.5% | +16.6% | +9.4% |
| 1Y | +12.9% | -11.1% | +24.0% | +13.0% |
| 3Y | +65.8% | -30.3% | +96.0% | +69.9% |
| 5Y | +47.7% | -33.5% | +81.2% | +46.1% |
| All | +148.1% | -3.5% | +151.6% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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