+64.6%
IWF vs MOS
-26.6%
+91.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -5.0% | +21.6% | -26.6% | -6.9% |
| 30D | -13.2% | +12.0% | -25.2% | -14.3% |
| 3M | -9.4% | -3.9% | -5.6% | -9.3% |
| 6M | -8.6% | -3.3% | -5.3% | -8.7% |
| YTD | -5.3% | -4.6% | -0.7% | -6.1% |
| 1Y | -5.0% | -7.0% | +2.0% | -5.6% |
| 3Y | +64.6% | -24.4% | +89.1% | +62.7% |
| All | +64.6% | -26.6% | +91.3% | +62.7% |
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