+125.6%
IEMG vs MOS
+3.2%
+122.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.9% |
| 7D | -0.7% | +24.8% | -25.5% | -5.0% |
| 30D | -9.4% | +22.7% | -32.1% | -13.1% |
| 3M | -7.3% | -1.2% | -6.1% | -7.6% |
| 6M | -10.4% | +5.5% | -16.0% | -12.2% |
| YTD | +10.6% | -2.0% | +12.6% | +8.9% |
| 1Y | +10.5% | -7.9% | +18.5% | +9.9% |
| 3Y | +67.7% | -25.0% | +92.7% | +69.8% |
| 5Y | +36.2% | -27.7% | +63.9% | +32.0% |
| 10Y | +125.6% | -1.6% | +127.2% | +79.1% |
| All | +125.6% | +3.2% | +122.4% | +79.1% |
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