+1,131.4%
IJR vs MOS
+100.2%
+1,031.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.1% | +2.5% |
| 7D | +0.2% | +19.7% | -19.5% | -4.7% |
| 30D | +3.0% | +21.5% | -18.5% | -2.5% |
| 3M | -4.5% | -0.4% | -4.1% | -5.3% |
| 6M | +3.1% | +4.5% | -1.4% | +0.3% |
| YTD | +18.9% | -2.9% | +21.8% | +16.3% |
| 1Y | +21.7% | -7.7% | +29.4% | +20.3% |
| 3Y | +64.0% | -25.6% | +89.7% | +67.2% |
| 5Y | +27.6% | -31.2% | +58.8% | +26.5% |
| 10Y | +167.5% | +2.8% | +164.7% | +115.8% |
| All | +1,131.4% | +100.2% | +1,031.2% | +516.9% |
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