+102.3%
MOS vs IWD
+754.2%
-651.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +2.6% | +14.8% | +14.0% |
| 7D | +17.9% | +2.5% | +15.4% | +14.7% |
| 30D | +1.6% | +6.0% | -4.4% | -5.4% |
| 3M | -4.0% | +3.8% | -7.8% | -8.3% |
| 6M | -4.1% | +16.3% | -20.5% | -20.7% |
| YTD | -7.8% | +27.5% | -35.3% | -32.3% |
| 1Y | -15.6% | +32.8% | -48.4% | -41.2% |
| 3Y | -28.9% | +84.3% | -113.2% | -67.4% |
| 5Y | -36.8% | +75.7% | -112.5% | -68.9% |
| 10Y | +6.7% | +220.9% | -214.2% | -72.9% |
| All | +102.3% | +754.2% | -651.9% | -81.4% |
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