+197.8%
IEFA vs MOS
-44.2%
+242.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.6% | +21.6% | -23.2% | -5.3% |
| 30D | -1.5% | +12.0% | -13.4% | -3.8% |
| 3M | -5.2% | -3.9% | -1.3% | -5.1% |
| 6M | -1.6% | -3.3% | +1.7% | -2.0% |
| YTD | +7.7% | -4.6% | +12.4% | +6.6% |
| 1Y | +12.2% | -7.0% | +19.2% | +11.3% |
| 3Y | +62.1% | -24.4% | +86.5% | +63.7% |
| 5Y | +43.7% | -32.1% | +75.8% | +41.8% |
| 10Y | +142.7% | +10.3% | +132.4% | +91.8% |
| All | +197.8% | -44.2% | +242.0% | +167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling