-5.3%
IGV vs MOS
-11.3%
+6.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.2% |
| 7D | +2.3% | -2.0% | +4.3% | +2.3% |
| 30D | -6.0% | +15.3% | -21.3% | -5.9% |
| 3M | -4.8% | +1.5% | -6.3% | -5.0% |
| 6M | +14.2% | -2.0% | +16.2% | +13.9% |
| YTD | -4.2% | -6.5% | +2.3% | -2.7% |
| 1Y | -5.3% | -11.1% | +5.8% | -3.1% |
| All | -5.3% | -11.3% | +6.1% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling