+83.6%
IYR vs MOS
-3.5%
+87.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +0.6% | -2.0% | +2.6% | +0.9% |
| 30D | +6.6% | +15.3% | -8.8% | +3.8% |
| 3M | -1.8% | +1.5% | -3.3% | -2.6% |
| 6M | +1.4% | -2.0% | +3.4% | +0.7% |
| YTD | +10.5% | -6.5% | +17.1% | +9.6% |
| 1Y | +10.6% | -11.1% | +21.7% | +10.5% |
| 3Y | +41.8% | -30.3% | +72.1% | +45.0% |
| 5Y | +6.0% | -33.5% | +39.5% | +5.3% |
| All | +83.6% | -3.5% | +87.0% | +42.9% |
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