+7.6%
MOS vs IWD
+207.5%
-199.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | +21.6% | -0.5% | +22.1% | +22.7% |
| 30D | +12.0% | +2.7% | +9.3% | +8.0% |
| 3M | -3.9% | +0.9% | -4.8% | -5.1% |
| 6M | -3.3% | +10.5% | -13.9% | -15.9% |
| YTD | -4.6% | +23.7% | -28.3% | -29.2% |
| 1Y | -7.0% | +28.7% | -35.7% | -34.8% |
| 3Y | -24.4% | +79.7% | -104.1% | -67.2% |
| 5Y | -32.1% | +69.7% | -101.8% | -67.7% |
| All | +7.6% | +207.5% | -199.9% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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