+89.1%
IYR vs MOS
+3.2%
+85.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | +2.1% | +24.8% | -22.7% | -1.8% |
| 30D | +7.2% | +22.7% | -15.5% | +3.3% |
| 3M | +0.4% | -1.2% | +1.6% | 0.0% |
| 6M | +1.4% | +5.5% | -4.1% | -0.5% |
| YTD | +11.3% | -2.0% | +13.3% | +9.6% |
| 1Y | +10.5% | -7.9% | +18.4% | +9.8% |
| 3Y | +41.7% | -25.0% | +66.7% | +43.1% |
| 5Y | +7.1% | -27.7% | +34.8% | +4.8% |
| 10Y | +89.1% | -1.6% | +90.6% | +46.2% |
| All | +89.1% | +3.2% | +85.9% | +46.2% |
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 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