+774.4%
IVV vs MOS
+88.6%
+685.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +17.4% | -15.8% | -1.9% |
| 7D | -0.7% | +17.9% | -18.7% | -4.2% |
| 30D | -1.0% | +1.6% | -2.6% | -1.8% |
| 3M | -0.3% | -4.0% | +3.7% | -0.3% |
| 6M | +7.4% | -4.1% | +11.5% | +6.9% |
| YTD | +13.4% | -7.8% | +21.2% | +12.6% |
| 1Y | +14.8% | -15.6% | +30.4% | +15.8% |
| 3Y | +83.3% | -28.9% | +112.2% | +87.1% |
| 5Y | +76.1% | -36.8% | +112.9% | +76.9% |
| 10Y | +333.3% | +6.7% | +326.6% | +250.9% |
| All | +774.4% | +88.6% | +685.8% | +388.3% |
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