+10.7%
IYR vs MOS
-8.6%
+19.3%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.4% |
| 7D | +2.3% | +19.7% | -17.4% | +1.2% |
| 30D | +7.4% | +21.5% | -14.1% | +6.2% |
| 3M | -0.7% | -0.4% | -0.3% | -1.1% |
| 6M | +1.6% | +4.5% | -2.9% | +1.0% |
| YTD | +11.6% | -2.9% | +14.5% | +10.2% |
| All | +10.7% | -8.6% | +19.3% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling