+362.3%
IGV vs MOS
-1.8%
+364.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | -1.3% | +5.5% | -6.7% | -2.1% |
| 30D | -8.1% | +21.0% | -29.1% | -11.2% |
| 3M | -1.6% | -0.5% | -1.2% | -2.2% |
| 6M | +12.7% | +6.6% | +6.2% | +10.3% |
| YTD | -3.3% | -2.8% | -0.5% | -4.7% |
| 1Y | -7.9% | -8.1% | +0.2% | -8.6% |
| 3Y | +40.3% | -25.6% | +65.9% | +41.7% |
| 5Y | +17.3% | -29.8% | +47.1% | +15.9% |
| 10Y | +362.3% | +0.6% | +361.7% | +296.5% |
| All | +362.3% | -1.8% | +364.1% | +296.5% |
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 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