+169.2%
IWM vs MOS
+5.8%
+163.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +0.1% | +9.5% | -9.4% | -2.4% |
| 30D | -1.3% | +10.4% | -11.7% | -4.1% |
| 3M | +1.6% | +12.9% | -11.3% | -2.4% |
| 6M | +13.6% | +1.2% | +12.3% | +11.1% |
| YTD | +20.8% | +9.3% | +11.4% | +15.2% |
| 1Y | +26.4% | -18.0% | +44.4% | +29.9% |
| 3Y | +60.7% | -29.0% | +89.7% | +67.1% |
| 5Y | +38.2% | -9.6% | +47.8% | +25.5% |
| All | +169.2% | +5.8% | +163.4% | +108.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling