+80.9%
IYR vs MOS
+8.6%
+72.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +2.0% | +21.6% | -19.6% | -1.5% |
| 30D | +8.2% | +12.0% | -3.7% | +5.9% |
| 3M | -1.7% | -3.9% | +2.1% | -1.6% |
| 6M | -0.4% | -3.3% | +2.9% | -0.8% |
| YTD | +9.9% | -4.6% | +14.5% | +8.6% |
| 1Y | +10.4% | -7.0% | +17.4% | +9.5% |
| 3Y | +38.4% | -24.4% | +62.9% | +39.5% |
| 5Y | +5.2% | -32.1% | +37.3% | +4.2% |
| All | +80.9% | +8.6% | +72.2% | +43.9% |
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