+2.8%
MOS vs IWD
+212.1%
-209.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | -1.0% |
| 7D | +19.7% | +1.3% | +18.4% | +17.8% |
| 30D | +21.5% | +3.6% | +17.9% | +15.8% |
| 3M | -0.4% | +2.3% | -2.8% | -3.6% |
| 6M | +4.5% | +13.0% | -8.5% | -11.8% |
| YTD | -2.9% | +26.2% | -29.1% | -29.9% |
| 1Y | -7.7% | +30.5% | -38.2% | -36.5% |
| 3Y | -25.6% | +86.2% | -111.9% | -69.3% |
| 5Y | -31.2% | +72.9% | -104.0% | -68.1% |
| 10Y | +2.8% | +205.0% | -202.2% | -80.5% |
| All | +2.8% | +212.1% | -209.2% | -80.5% |
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