+109.0%
MOS vs IWD
+731.9%
-623.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.6% | +5.9% | +6.6% |
| 7D | +22.5% | -0.9% | +23.4% | +24.2% |
| 30D | +6.6% | +2.6% | +4.0% | +3.2% |
| 3M | -3.8% | +1.2% | -5.1% | -5.4% |
| 6M | -2.2% | +12.1% | -14.3% | -15.4% |
| YTD | -4.8% | +24.1% | -28.9% | -27.8% |
| 1Y | -11.7% | +28.5% | -40.2% | -36.0% |
| 3Y | -26.5% | +79.5% | -106.0% | -65.3% |
| 5Y | -32.2% | +70.3% | -102.5% | -65.3% |
| 10Y | +10.2% | +212.5% | -202.4% | -71.2% |
| All | +109.0% | +731.9% | -623.0% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling