+363.6%
IGV vs MOS
-3.5%
+367.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +2.3% | -2.0% | +4.3% | +2.6% |
| 30D | -6.0% | +15.3% | -21.3% | -8.4% |
| 3M | -4.8% | +1.5% | -6.3% | -5.7% |
| 6M | +14.2% | -2.0% | +16.2% | +13.3% |
| YTD | -4.2% | -6.5% | +2.3% | -5.1% |
| 1Y | -5.3% | -11.1% | +5.8% | -5.5% |
| 3Y | +38.8% | -30.3% | +69.0% | +41.6% |
| 5Y | +14.2% | -33.5% | +47.7% | +13.8% |
| All | +363.6% | -3.5% | +367.1% | +299.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling