+7.6%
MOS vs IAG
+365.5%
-357.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.2% | -7.1% | -0.8% |
| 7D | +21.6% | +21.4% | +0.2% | +18.6% |
| 30D | +12.0% | +4.0% | +7.9% | +11.3% |
| 3M | -3.9% | +17.0% | -20.9% | -6.1% |
| 6M | -3.3% | +1.4% | -4.7% | -4.2% |
| YTD | -4.6% | +13.8% | -18.4% | -7.3% |
| 1Y | -7.0% | +55.8% | -62.8% | -12.9% |
| 3Y | -24.4% | +647.4% | -671.8% | -43.0% |
| 5Y | -32.1% | +519.1% | -551.3% | -50.4% |
| All | +7.6% | +365.5% | -357.9% | -21.8% |
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