+51.1%
IEFA vs MOS
-4.4%
+55.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -0.5% | +1.7% | -2.1% | -0.7% |
| 30D | -1.1% | +11.7% | -12.8% | -2.8% |
| 3M | +5.1% | +23.2% | -18.1% | +1.5% |
| 6M | +9.3% | -1.6% | +11.0% | +8.7% |
| YTD | +13.0% | +10.8% | +2.1% | +10.0% |
| 1Y | +19.2% | -16.2% | +35.4% | +20.8% |
| 3Y | +67.0% | -24.2% | +91.2% | +68.0% |
| 5Y | +51.1% | -6.6% | +57.7% | +37.7% |
| All | +51.1% | -4.4% | +55.5% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling