+62.6%
IYR vs MOS
+8.6%
+54.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | -1.2% | +9.5% | -10.8% | -2.8% |
| 30D | -2.9% | +10.4% | -13.3% | -4.6% |
| 3M | +0.8% | +12.9% | -12.0% | -1.7% |
| 6M | +1.9% | +1.2% | +0.6% | +0.5% |
| YTD | +9.6% | +9.3% | +0.3% | +6.4% |
| 1Y | +8.1% | -18.0% | +26.1% | +9.9% |
| 3Y | +29.2% | -29.0% | +58.2% | +32.2% |
| 5Y | +4.3% | -9.6% | +13.9% | -1.8% |
| All | +62.6% | +8.6% | +54.0% | +27.6% |
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