+16.1%
IWM vs MOS
-7.8%
+23.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | +0.3% | +24.8% | -24.5% | -1.8% |
| 30D | +0.6% | +22.7% | -22.1% | -1.4% |
| 3M | -6.2% | -1.2% | -5.0% | -6.2% |
| 6M | -0.8% | +5.5% | -6.3% | -1.7% |
| YTD | +14.8% | -2.0% | +16.7% | +13.1% |
| 1Y | +16.1% | -7.9% | +24.1% | +16.0% |
| All | +16.1% | -7.8% | +23.9% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling