+42.6%
IYR vs MOS
-25.3%
+67.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -1.2% | +5.5% | -6.7% | -1.8% |
| 30D | +6.1% | +21.0% | -14.9% | +3.7% |
| 3M | +0.9% | -0.5% | +1.4% | +0.6% |
| 6M | +1.2% | +6.6% | -5.4% | -0.3% |
| YTD | +11.1% | -2.8% | +13.9% | +9.6% |
| 1Y | +9.0% | -8.1% | +17.0% | +8.3% |
| All | +42.6% | -25.3% | +67.9% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling