+0.6%
MOS vs IAG
+370.6%
-370.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | +5.5% | +3.4% | +2.0% | +4.9% |
| 30D | +21.0% | -2.7% | +23.6% | +21.2% |
| 3M | -0.5% | -0.5% | 0.0% | -0.7% |
| 6M | +6.6% | -4.8% | +11.4% | +6.4% |
| YTD | -2.8% | +9.6% | -12.4% | -5.1% |
| 1Y | -8.1% | +32.2% | -40.2% | -12.3% |
| 3Y | -25.6% | +692.5% | -718.1% | -44.5% |
| 5Y | -29.8% | +447.6% | -477.3% | -48.3% |
| 10Y | +0.6% | +403.3% | -402.8% | -25.5% |
| All | +0.6% | +370.6% | -370.0% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling