-31.2%
MOS vs ITOT
+63.5%
-94.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.6% | -0.2% |
| 7D | +19.7% | +0.2% | +19.4% | +19.3% |
| 30D | +21.5% | -3.0% | +24.5% | +24.5% |
| 3M | -0.4% | -2.7% | +2.3% | +1.6% |
| 6M | +4.5% | +2.6% | +1.9% | +1.9% |
| YTD | -2.9% | +11.5% | -14.4% | -12.1% |
| 1Y | -7.7% | +13.5% | -21.2% | -17.9% |
| 3Y | -25.6% | +79.7% | -105.4% | -57.0% |
| 5Y | -31.2% | +64.2% | -95.4% | -55.8% |
| All | -31.2% | +63.5% | -94.7% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling