-23.3%
MOS vs ITOT
+79.3%
-102.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.7% |
| 7D | +9.5% | +0.1% | +9.4% | +9.4% |
| 30D | +10.4% | 0.0% | +10.4% | +10.3% |
| 3M | +12.9% | +2.0% | +10.9% | +11.0% |
| 6M | +1.2% | +13.0% | -11.8% | -8.2% |
| YTD | +9.3% | +14.0% | -4.7% | -1.7% |
| 1Y | -18.0% | +19.9% | -37.9% | -29.1% |
| All | -23.3% | +79.3% | -102.5% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling