+11.3%
MOS vs IVZ
+897.2%
-885.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +21.6% | -2.4% | +24.0% | +22.6% |
| 30D | +12.0% | -11.2% | +23.2% | +16.8% |
| 3M | -3.9% | -14.0% | +10.1% | +1.1% |
| 6M | -3.3% | +0.5% | -3.8% | -4.8% |
| YTD | -4.6% | +5.4% | -10.1% | -8.9% |
| 1Y | -7.0% | +19.5% | -26.4% | -15.6% |
| 3Y | -24.4% | +128.7% | -153.1% | -48.7% |
| 5Y | -32.1% | +28.8% | -60.9% | -44.0% |
| 10Y | +10.3% | +52.3% | -42.0% | -20.0% |
| All | +11.3% | +897.2% | -885.9% | -53.0% |
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 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