+13.9%
IEMG vs MOS
-16.2%
+30.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +17.4% | -16.5% | -0.9% |
| 7D | -3.1% | +17.9% | -21.0% | -4.9% |
| 30D | -10.3% | +1.6% | -11.9% | -10.6% |
| 3M | -6.6% | -4.0% | -2.6% | -6.3% |
| 6M | -3.9% | -4.1% | +0.2% | -3.9% |
| YTD | +12.4% | -7.8% | +20.2% | +12.4% |
| 1Y | +13.9% | -15.6% | +29.5% | +15.0% |
| All | +13.9% | -16.2% | +30.1% | +15.0% |
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