+139.9%
MOS vs IWD
+726.5%
-586.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.3% |
| 7D | +9.5% | -0.3% | +9.8% | +9.8% |
| 30D | +10.4% | +0.6% | +9.8% | +9.5% |
| 3M | +12.9% | +7.2% | +5.7% | +3.3% |
| 6M | +1.2% | +16.2% | -15.0% | -16.5% |
| YTD | +9.3% | +23.3% | -14.0% | -16.5% |
| 1Y | -18.0% | +29.6% | -47.5% | -41.1% |
| 3Y | -29.0% | +70.5% | -99.5% | -64.1% |
| 5Y | -9.6% | +73.5% | -83.1% | -54.8% |
| 10Y | +6.1% | +198.3% | -192.3% | -70.6% |
| All | +139.9% | +726.5% | -586.6% | -77.0% |
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