+914.8%
IGV vs MOS
+193.0%
+721.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -5.2% | +21.6% | -26.8% | -9.4% |
| 30D | -10.0% | +12.0% | -21.9% | -12.6% |
| 3M | -0.5% | -3.9% | +3.3% | -0.7% |
| 6M | +12.6% | -3.3% | +15.9% | +11.6% |
| YTD | -6.4% | -4.6% | -1.8% | -8.1% |
| 1Y | -9.5% | -7.0% | -2.5% | -10.8% |
| 3Y | +41.7% | -24.4% | +66.1% | +42.5% |
| 5Y | +12.7% | -32.1% | +44.8% | +11.1% |
| 10Y | +354.1% | +10.3% | +343.8% | +254.2% |
| All | +914.8% | +193.0% | +721.8% | +290.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling