+145.4%
IEMG vs MOS
-36.0%
+181.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.4% |
| 7D | +2.2% | +9.5% | -7.3% | +0.4% |
| 30D | +4.6% | +10.4% | -5.8% | +2.4% |
| 3M | +0.4% | +12.9% | -12.5% | -2.5% |
| 6M | +16.4% | +1.2% | +15.1% | +14.7% |
| YTD | +25.4% | +9.3% | +16.1% | +21.4% |
| 1Y | +38.3% | -18.0% | +56.3% | +41.3% |
| 3Y | +84.1% | -29.0% | +113.1% | +89.3% |
| 5Y | +49.0% | -9.6% | +58.6% | +37.7% |
| 10Y | +141.8% | +6.1% | +135.8% | +90.5% |
| All | +145.4% | -36.0% | +181.5% | +113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling