-4.2%
MOS vs ITOT
+73.9%
-78.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.1% |
| 7D | +7.1% | +0.7% | +6.4% | +6.4% |
| 30D | +15.0% | -1.1% | +16.2% | +16.0% |
| 3M | +24.1% | +3.9% | +20.2% | +19.9% |
| 6M | +2.7% | +14.7% | -12.0% | -9.0% |
| YTD | +12.2% | +13.3% | -1.1% | +0.3% |
| 1Y | -16.3% | +19.1% | -35.4% | -28.3% |
| 3Y | -23.3% | +77.3% | -100.6% | -55.2% |
| 5Y | -4.2% | +74.1% | -78.2% | -42.5% |
| All | -4.2% | +73.9% | -78.0% | -42.5% |
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