+146.1%
IEMG vs MOS
+13.3%
+132.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.6% | -0.4% |
| 7D | +2.8% | +7.1% | -4.3% | +1.5% |
| 30D | +4.6% | +15.0% | -10.4% | +1.8% |
| 3M | +5.5% | +24.1% | -18.6% | +0.8% |
| 6M | +19.7% | +2.7% | +17.0% | +17.8% |
| YTD | +25.5% | +12.2% | +13.3% | +21.1% |
| 1Y | +35.5% | -16.3% | +51.8% | +37.8% |
| 3Y | +88.0% | -23.3% | +111.3% | +90.1% |
| 5Y | +50.6% | -4.2% | +54.8% | +37.9% |
| All | +146.1% | +13.3% | +132.8% | +96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling