+64.2%
IWM vs MOS
-26.6%
+90.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.0% | +21.6% | -23.6% | -5.6% |
| 30D | -1.5% | +12.0% | -13.4% | -3.7% |
| 3M | -8.0% | -3.9% | -4.1% | -7.7% |
| 6M | -4.1% | -3.3% | -0.8% | -4.4% |
| YTD | +11.9% | -4.6% | +16.6% | +10.2% |
| 1Y | +15.0% | -7.0% | +22.0% | +13.6% |
| 3Y | +64.2% | -24.4% | +88.6% | +65.2% |
| All | +64.2% | -26.6% | +90.8% | +65.2% |
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 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