+10.5%
IEMG vs MOS
-7.8%
+18.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | -0.7% | +24.8% | -25.5% | -3.1% |
| 30D | -9.4% | +22.7% | -32.1% | -11.5% |
| 3M | -7.3% | -1.2% | -6.1% | -7.2% |
| 6M | -10.4% | +5.5% | -16.0% | -11.4% |
| YTD | +10.6% | -2.0% | +12.6% | +10.0% |
| 1Y | +10.5% | -7.9% | +18.5% | +10.5% |
| All | +10.5% | -7.8% | +18.3% | +10.5% |
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