+16.3%
MOS vs ITOT
+293.9%
-277.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.6% |
| 7D | +1.7% | -0.4% | +2.0% | +2.0% |
| 30D | +11.7% | -1.6% | +13.2% | +13.5% |
| 3M | +23.2% | +3.5% | +19.6% | +18.2% |
| 6M | -1.6% | +13.1% | -14.8% | -14.8% |
| YTD | +10.8% | +12.7% | -1.9% | -3.9% |
| 1Y | -16.2% | +18.3% | -34.5% | -31.3% |
| 3Y | -24.2% | +76.4% | -100.6% | -62.3% |
| 5Y | -6.6% | +73.8% | -80.4% | -53.2% |
| 10Y | +16.3% | +301.2% | -284.9% | -80.0% |
| All | +16.3% | +293.9% | -277.5% | -80.0% |
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