+364.8%
IGV vs MOS
-4.2%
+369.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.1% |
| 7D | +2.5% | -2.6% | +5.0% | +2.9% |
| 30D | -8.6% | +13.5% | -22.0% | -10.7% |
| 3M | -1.6% | -2.9% | +1.3% | -1.8% |
| 6M | +13.4% | -1.0% | +14.4% | +12.3% |
| YTD | -4.0% | -7.2% | +3.2% | -4.8% |
| 1Y | -7.6% | -11.4% | +3.8% | -7.8% |
| 3Y | +39.3% | -29.0% | +68.3% | +41.6% |
| 5Y | +14.5% | -34.0% | +48.5% | +14.2% |
| All | +364.8% | -4.2% | +369.0% | +300.5% |
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