+206.8%
IEFA vs MOS
-43.2%
+250.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.7% |
| 7D | +1.1% | +19.7% | -18.6% | -2.4% |
| 30D | +1.2% | +21.5% | -20.3% | -2.7% |
| 3M | -3.4% | -0.4% | -2.9% | -3.9% |
| 6M | +2.0% | +4.5% | -2.5% | +0.1% |
| YTD | +11.0% | -2.9% | +13.9% | +9.5% |
| 1Y | +15.2% | -7.7% | +22.9% | +14.5% |
| 3Y | +68.4% | -25.6% | +94.0% | +70.7% |
| 5Y | +48.4% | -31.2% | +79.6% | +46.1% |
| 10Y | +146.4% | +2.8% | +143.6% | +97.9% |
| All | +206.8% | -43.2% | +250.0% | +174.6% |
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 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