+733.6%
IWM vs MOS
+96.3%
+637.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.3% | -7.9% | -5.4% |
| 7D | -4.6% | +22.5% | -27.1% | -9.9% |
| 30D | -3.7% | +6.6% | -10.3% | -5.9% |
| 3M | -9.4% | -3.8% | -5.6% | -9.4% |
| 6M | -3.6% | -2.2% | -1.4% | -4.7% |
| YTD | +10.8% | -4.8% | +15.6% | +8.9% |
| 1Y | +11.9% | -11.7% | +23.6% | +11.9% |
| 3Y | +60.6% | -26.5% | +87.1% | +64.2% |
| 5Y | +19.2% | -32.2% | +51.4% | +18.8% |
| 10Y | +165.3% | +10.2% | +155.2% | +108.4% |
| All | +733.6% | +96.3% | +637.3% | +319.5% |
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