+305.2%
IVV vs MOS
+8.5%
+296.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.7% | -5.0% |
| 7D | -4.8% | +22.5% | -27.2% | -8.4% |
| 30D | -5.9% | +6.6% | -12.6% | -7.4% |
| 3M | -4.5% | -3.8% | -0.7% | -4.5% |
| 6M | +1.8% | -2.2% | +4.0% | +1.1% |
| YTD | +8.4% | -4.8% | +13.1% | +7.1% |
| 1Y | +9.4% | -11.7% | +21.1% | +9.4% |
| 3Y | +75.3% | -26.5% | +101.8% | +77.4% |
| 5Y | +67.8% | -32.2% | +100.0% | +65.6% |
| All | +305.2% | +8.5% | +296.7% | +231.1% |
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 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