+146.5%
IEFA vs MOS
+12.0%
+134.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -0.5% | +1.7% | -2.1% | -0.8% |
| 30D | -1.1% | +11.7% | -12.8% | -3.2% |
| 3M | +5.1% | +23.2% | -18.1% | +0.8% |
| 6M | +9.3% | -1.6% | +11.0% | +8.5% |
| YTD | +13.0% | +10.8% | +2.1% | +9.4% |
| 1Y | +19.2% | -16.2% | +35.4% | +21.0% |
| 3Y | +67.0% | -24.2% | +91.2% | +69.1% |
| 5Y | +51.1% | -6.6% | +57.7% | +40.4% |
| 10Y | +146.5% | +16.3% | +130.2% | +98.3% |
| All | +146.5% | +12.0% | +134.5% | +98.3% |
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