+73.8%
IWF vs MOS
-8.7%
+82.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | +0.5% | +9.5% | -9.0% | -0.8% |
| 30D | -0.4% | +10.4% | -10.8% | -1.9% |
| 3M | -2.6% | +12.9% | -15.5% | -4.6% |
| 6M | +9.1% | +1.2% | +7.9% | +8.0% |
| YTD | +4.5% | +9.3% | -4.8% | +1.8% |
| 1Y | +10.1% | -18.0% | +28.1% | +12.0% |
| 3Y | +77.6% | -29.0% | +106.7% | +80.9% |
| All | +73.8% | -8.7% | +82.5% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling