+11.4%
IEMG vs MOS
-11.5%
+22.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.9% |
| 7D | +5.3% | -2.6% | +7.8% | +5.6% |
| 30D | -7.2% | +13.5% | -20.6% | -8.6% |
| 3M | -8.1% | -2.9% | -5.2% | -7.9% |
| 6M | -6.7% | -1.0% | -5.7% | -7.1% |
| YTD | +11.6% | -7.2% | +18.9% | +11.6% |
| 1Y | +11.4% | -11.4% | +22.8% | +11.5% |
| All | +11.4% | -11.5% | +22.9% | +11.5% |
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