+41.1%
IJR vs MOS
-7.1%
+48.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -1.3% |
| 7D | +0.9% | +7.1% | -6.1% | -0.5% |
| 30D | -3.1% | +15.0% | -18.2% | -6.0% |
| 3M | +4.4% | +24.1% | -19.7% | -0.7% |
| 6M | +16.1% | +2.7% | +13.4% | +13.9% |
| YTD | +20.6% | +12.2% | +8.4% | +15.5% |
| 1Y | +22.9% | -16.3% | +39.1% | +25.3% |
| 3Y | +55.2% | -23.3% | +78.5% | +57.0% |
| 5Y | +41.1% | -4.2% | +45.3% | +19.4% |
| All | +41.1% | -7.1% | +48.2% | +19.4% |
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 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