+38.3%
IEMG vs MOS
-17.5%
+55.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.5% |
| 7D | +2.2% | +9.5% | -7.3% | +1.0% |
| 30D | +4.6% | +10.4% | -5.8% | +3.2% |
| 3M | +0.4% | +12.9% | -12.5% | -1.6% |
| 6M | +16.4% | +1.2% | +15.1% | +14.5% |
| YTD | +25.4% | +9.3% | +16.1% | +22.0% |
| 1Y | +38.3% | -18.0% | +56.3% | +43.7% |
| All | +38.3% | -17.5% | +55.7% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling