-6.3%
MOS vs IVZ
+43.7%
-50.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | -0.3% |
| 7D | -2.0% | +7.6% | -9.6% | -5.2% |
| 30D | +15.3% | +4.3% | +11.0% | +12.6% |
| 3M | +1.5% | -9.3% | +10.8% | +5.2% |
| 6M | -2.0% | +5.2% | -7.2% | -5.8% |
| YTD | -6.5% | +13.4% | -20.0% | -14.7% |
| 1Y | -11.1% | +25.4% | -36.4% | -22.8% |
| 3Y | -30.3% | +152.5% | -182.7% | -59.2% |
| 5Y | -33.5% | +36.7% | -70.2% | -49.3% |
| All | -6.3% | +43.7% | -50.0% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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