+175.0%
IJR vs MOS
+13.3%
+161.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -1.5% |
| 7D | +0.9% | +7.1% | -6.1% | -1.0% |
| 30D | -3.1% | +15.0% | -18.2% | -7.0% |
| 3M | +4.4% | +24.1% | -19.7% | -2.4% |
| 6M | +16.1% | +2.7% | +13.4% | +13.1% |
| YTD | +20.6% | +12.2% | +8.4% | +14.0% |
| 1Y | +22.9% | -16.3% | +39.1% | +25.5% |
| 3Y | +55.2% | -23.3% | +78.5% | +57.9% |
| 5Y | +41.1% | -4.2% | +45.3% | +24.8% |
| All | +175.0% | +13.3% | +161.7% | +100.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling