+116.5%
IEMG vs MOS
-42.6%
+159.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.9% |
| 7D | -0.7% | +24.8% | -25.5% | -5.2% |
| 30D | -9.4% | +22.7% | -32.1% | -13.3% |
| 3M | -7.3% | -1.2% | -6.1% | -7.7% |
| 6M | -10.4% | +5.5% | -16.0% | -12.4% |
| YTD | +10.6% | -2.0% | +12.6% | +8.8% |
| 1Y | +10.5% | -7.9% | +18.5% | +9.9% |
| 3Y | +67.7% | -25.0% | +92.7% | +69.9% |
| 5Y | +36.2% | -27.7% | +63.9% | +31.9% |
| 10Y | +125.6% | -1.6% | +127.2% | +79.5% |
| All | +116.5% | -42.6% | +159.1% | +90.9% |
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 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