+5.9%
IYR vs MOS
-32.9%
+38.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +3.9% | 0.0% |
| 7D | -0.1% | -2.6% | +2.4% | +0.2% |
| 30D | +5.7% | +13.5% | -7.7% | +3.7% |
| 3M | -0.6% | -2.9% | +2.3% | -0.6% |
| 6M | +0.5% | -1.0% | +1.5% | -0.2% |
| YTD | +10.4% | -7.2% | +17.6% | +9.7% |
| 1Y | +9.2% | -11.4% | +20.6% | +9.1% |
| 3Y | +40.5% | -29.0% | +69.5% | +42.6% |
| 5Y | +5.9% | -34.0% | +39.9% | +2.8% |
| All | +5.9% | -32.9% | +38.9% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling