+32.3%
IEMG vs MOS
-32.4%
+64.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -2.8% | +21.6% | -24.3% | -5.6% |
| 30D | -12.0% | +12.0% | -24.0% | -13.6% |
| 3M | -9.0% | -3.9% | -5.1% | -8.9% |
| 6M | -11.8% | -3.3% | -8.5% | -12.1% |
| YTD | +8.3% | -4.6% | +12.9% | +7.5% |
| 1Y | +9.6% | -7.0% | +16.6% | +9.0% |
| 3Y | +62.3% | -24.4% | +86.7% | +63.0% |
| All | +32.3% | -32.4% | +64.7% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling