-1.6%
MOS vs ITOT
+286.7%
-288.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +24.8% | -0.5% | +25.3% | +25.3% |
| 30D | +22.7% | -3.4% | +26.1% | +27.2% |
| 3M | -1.2% | -3.1% | +1.8% | +1.7% |
| 6M | +5.5% | +2.2% | +3.4% | +2.4% |
| YTD | -2.0% | +11.0% | -13.0% | -13.8% |
| 1Y | -7.9% | +11.4% | -19.4% | -19.6% |
| 3Y | -25.0% | +76.4% | -101.3% | -62.8% |
| 5Y | -27.7% | +65.1% | -92.8% | -61.5% |
| 10Y | -1.6% | +287.4% | -288.9% | -82.0% |
| All | -1.6% | +286.7% | -288.2% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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