+973.2%
IGV vs MOS
+235.9%
+737.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.5% |
| 7D | -4.5% | +9.5% | -14.0% | -6.4% |
| 30D | +3.2% | +10.4% | -7.2% | +0.8% |
| 3M | +4.5% | +12.9% | -8.4% | +1.1% |
| 6M | +22.1% | +1.2% | +20.9% | +19.9% |
| YTD | -1.0% | +9.3% | -10.4% | -4.9% |
| 1Y | -2.1% | -18.0% | +15.9% | -0.2% |
| 3Y | +44.6% | -29.0% | +73.6% | +48.3% |
| 5Y | +22.2% | -9.6% | +31.7% | +13.4% |
| 10Y | +364.7% | +6.1% | +358.7% | +269.6% |
| All | +973.2% | +235.9% | +737.3% | +303.9% |
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