-16.3%
MOS vs ITOT
+19.2%
-35.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.1% |
| 7D | +7.1% | +0.7% | +6.4% | +6.5% |
| 30D | +15.0% | -1.1% | +16.2% | +16.0% |
| 3M | +24.1% | +3.9% | +20.2% | +19.7% |
| 6M | +2.7% | +14.7% | -12.0% | -8.6% |
| YTD | +12.2% | +13.3% | -1.1% | -0.1% |
| 1Y | -16.3% | +19.1% | -35.4% | -25.7% |
| All | -16.3% | +19.2% | -35.5% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling