+306.5%
IVV vs MOS
+8.6%
+297.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.7% | +21.6% | -24.3% | -6.3% |
| 30D | -5.4% | +12.0% | -17.3% | -7.6% |
| 3M | -4.1% | -3.9% | -0.2% | -4.0% |
| 6M | +0.7% | -3.3% | +4.0% | +0.2% |
| YTD | +8.7% | -4.6% | +13.4% | +7.4% |
| 1Y | +11.0% | -7.0% | +17.9% | +9.9% |
| 3Y | +75.4% | -24.4% | +99.9% | +76.6% |
| 5Y | +68.3% | -32.1% | +100.4% | +66.1% |
| All | +306.5% | +8.6% | +297.9% | +232.1% |
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