+86.0%
IYR vs MOS
+6.2%
+79.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.2% |
| 7D | +2.3% | +19.7% | -17.4% | -0.9% |
| 30D | +7.4% | +21.5% | -14.1% | +3.7% |
| 3M | -0.7% | -0.4% | -0.3% | -1.2% |
| 6M | +1.6% | +4.5% | -2.9% | -0.1% |
| YTD | +11.6% | -2.9% | +14.5% | +10.0% |
| 1Y | +10.5% | -7.7% | +18.2% | +9.7% |
| 3Y | +43.4% | -25.6% | +69.0% | +45.0% |
| 5Y | +6.8% | -31.2% | +38.0% | +5.5% |
| 10Y | +86.0% | +2.8% | +83.2% | +45.5% |
| All | +86.0% | +6.2% | +79.8% | +45.5% |
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 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