+79.4%
IVV vs MOS
-25.3%
+104.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -0.9% | +5.5% | -6.4% | -1.5% |
| 30D | -2.3% | +21.0% | -23.3% | -4.5% |
| 3M | -1.2% | -0.5% | -0.7% | -1.4% |
| 6M | +3.3% | +6.6% | -3.3% | +1.9% |
| YTD | +12.3% | -2.8% | +15.1% | +11.0% |
| 1Y | +12.5% | -8.1% | +20.6% | +12.0% |
| All | +79.4% | -25.3% | +104.7% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling