+12.9%
IEFA vs MOS
-11.3%
+24.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +2.2% | -2.0% | +4.2% | +2.4% |
| 30D | +1.1% | +15.3% | -14.2% | -0.5% |
| 3M | -4.3% | +1.5% | -5.8% | -4.7% |
| 6M | +1.4% | -2.0% | +3.3% | +0.9% |
| YTD | +10.1% | -6.5% | +16.6% | +10.2% |
| 1Y | +12.9% | -11.1% | +24.0% | +13.2% |
| All | +12.9% | -11.3% | +24.2% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling