+1,126.8%
IJR vs MOS
+102.1%
+1,024.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.6% |
| 7D | +0.1% | +24.8% | -24.7% | -5.7% |
| 30D | +2.6% | +22.7% | -20.0% | -3.1% |
| 3M | -4.3% | -1.2% | -3.1% | -4.9% |
| 6M | +2.7% | +5.5% | -2.8% | -0.3% |
| YTD | +18.5% | -2.0% | +20.4% | +15.6% |
| 1Y | +20.1% | -7.9% | +28.0% | +18.8% |
| 3Y | +61.7% | -25.0% | +86.7% | +64.4% |
| 5Y | +28.5% | -27.7% | +56.3% | +25.9% |
| 10Y | +161.6% | -1.6% | +163.1% | +113.2% |
| All | +1,126.8% | +102.1% | +1,024.7% | +513.1% |
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