+7.5%
IYR vs MOS
-15.9%
+23.4%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.2% |
| 7D | -0.4% | +7.1% | -7.5% | -0.6% |
| 30D | -2.5% | +15.0% | -17.6% | -3.1% |
| 3M | +1.5% | +24.1% | -22.6% | +0.5% |
| 6M | +3.9% | +2.7% | +1.1% | +3.5% |
| YTD | +9.5% | +12.2% | -2.7% | +8.2% |
| 1Y | +7.5% | -16.3% | +23.7% | +7.9% |
| All | +7.5% | -15.9% | +23.4% | +7.9% |
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 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