+27.6%
MOS vs IVZ
+1,117.8%
-1,090.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +9.5% | +0.6% | +8.9% | +9.2% |
| 30D | +10.4% | +4.0% | +6.4% | +8.5% |
| 3M | +12.9% | +18.2% | -5.3% | +5.2% |
| 6M | +1.2% | +32.8% | -31.6% | -10.5% |
| YTD | +9.3% | +28.7% | -19.4% | -2.9% |
| 1Y | -18.0% | +55.4% | -73.4% | -32.5% |
| 3Y | -29.0% | +135.2% | -164.2% | -52.0% |
| 5Y | -9.6% | +64.2% | -73.8% | -31.9% |
| 10Y | +6.1% | +64.6% | -58.5% | -25.2% |
| All | +27.6% | +1,117.8% | -1,090.2% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling