+343.0%
IGV vs MOS
+8.6%
+334.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -5.2% | +21.6% | -26.8% | -8.3% |
| 30D | -10.0% | +12.0% | -21.9% | -11.9% |
| 3M | -0.5% | -3.9% | +3.3% | -0.6% |
| 6M | +12.6% | -3.3% | +15.9% | +12.0% |
| YTD | -6.4% | -4.6% | -1.8% | -7.6% |
| 1Y | -9.5% | -7.0% | -2.5% | -10.4% |
| 3Y | +41.7% | -24.4% | +66.1% | +42.5% |
| 5Y | +12.7% | -32.1% | +44.8% | +12.0% |
| All | +343.0% | +8.6% | +334.4% | +290.3% |
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