-18.0%
MOS vs IAG
+119.5%
-137.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.9% |
| 7D | +9.5% | -0.5% | +10.1% | +9.5% |
| 30D | +10.4% | +28.9% | -18.5% | +4.2% |
| 3M | +12.9% | +19.1% | -6.3% | +7.7% |
| 6M | +1.2% | -10.3% | +11.5% | +1.1% |
| YTD | +9.3% | +24.2% | -14.9% | +2.9% |
| 1Y | -18.0% | +116.5% | -134.5% | -26.1% |
| All | -18.0% | +119.5% | -137.5% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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