+776.1%
IVV vs MOS
+123.7%
+652.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +0.1% | +9.5% | -9.4% | -1.7% |
| 30D | +0.1% | +10.4% | -10.4% | -2.1% |
| 3M | +2.0% | +12.9% | -10.9% | -1.1% |
| 6M | +13.0% | +1.2% | +11.8% | +11.3% |
| YTD | +13.6% | +9.3% | +4.3% | +9.7% |
| 1Y | +20.1% | -18.0% | +38.1% | +22.4% |
| 3Y | +77.6% | -29.0% | +106.6% | +82.2% |
| 5Y | +82.5% | -9.6% | +92.1% | +70.6% |
| 10Y | +316.5% | +6.1% | +310.5% | +239.9% |
| All | +776.1% | +123.7% | +652.5% | +375.5% |
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