-30.3%
MOS vs IVZ
+152.3%
-182.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +0.1% |
| 7D | -2.0% | +7.6% | -9.6% | -3.9% |
| 30D | +15.3% | +4.3% | +11.0% | +13.6% |
| 3M | +1.5% | -9.3% | +10.8% | +3.7% |
| 6M | -2.0% | +5.2% | -7.2% | -4.4% |
| YTD | -6.5% | +13.4% | -20.0% | -11.9% |
| 1Y | -11.1% | +25.4% | -36.4% | -19.2% |
| 3Y | -30.3% | +152.5% | -182.7% | -55.2% |
| All | -30.3% | +152.3% | -182.5% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling