+727.5%
IWF vs MOS
+125.4%
+602.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | +0.5% | +9.5% | -9.0% | -1.3% |
| 30D | -0.4% | +10.4% | -10.8% | -2.5% |
| 3M | -2.6% | +12.9% | -15.5% | -5.5% |
| 6M | +9.1% | +1.2% | +7.9% | +7.5% |
| YTD | +4.5% | +9.3% | -4.8% | +0.9% |
| 1Y | +10.1% | -18.0% | +28.1% | +12.2% |
| 3Y | +77.6% | -29.0% | +106.7% | +82.0% |
| 5Y | +73.7% | -9.6% | +83.3% | +62.6% |
| 10Y | +411.5% | +6.1% | +405.5% | +317.0% |
| All | +727.5% | +125.4% | +602.2% | +326.7% |
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 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