+1,158.3%
IJR vs MOS
+125.4%
+1,033.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -0.2% | +9.5% | -9.7% | -2.5% |
| 30D | -2.4% | +10.4% | -12.8% | -5.1% |
| 3M | +3.9% | +12.9% | -8.9% | 0.0% |
| 6M | +12.4% | +1.2% | +11.2% | +10.1% |
| YTD | +21.5% | +9.3% | +12.2% | +16.2% |
| 1Y | +24.0% | -18.0% | +42.0% | +27.0% |
| 3Y | +49.7% | -29.0% | +78.7% | +55.2% |
| 5Y | +39.7% | -9.6% | +49.3% | +29.6% |
| 10Y | +169.0% | +6.1% | +162.9% | +116.4% |
| All | +1,158.3% | +125.4% | +1,033.0% | +516.5% |
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