+62.1%
IEFA vs MOS
-26.6%
+88.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.6% | +21.6% | -23.2% | -4.4% |
| 30D | -1.5% | +12.0% | -13.4% | -3.3% |
| 3M | -5.2% | -3.9% | -1.3% | -5.0% |
| 6M | -1.6% | -3.3% | +1.7% | -1.9% |
| YTD | +7.7% | -4.6% | +12.4% | +6.7% |
| 1Y | +12.2% | -7.0% | +19.2% | +11.4% |
| 3Y | +62.1% | -24.4% | +86.5% | +60.6% |
| All | +62.1% | -26.6% | +88.7% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling