-6.3%
MOS vs IAG
+389.3%
-395.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.6% |
| 7D | -2.0% | -7.7% | +5.7% | -1.0% |
| 30D | +15.3% | +1.6% | +13.7% | +15.0% |
| 3M | +1.5% | -2.4% | +3.9% | +1.6% |
| 6M | -2.0% | -7.8% | +5.8% | -1.7% |
| YTD | -6.5% | +5.0% | -11.6% | -8.3% |
| 1Y | -11.1% | +25.7% | -36.7% | -14.6% |
| 3Y | -30.3% | +694.5% | -724.7% | -47.8% |
| 5Y | -33.5% | +421.7% | -455.2% | -50.7% |
| All | -6.3% | +389.3% | -395.6% | -30.5% |
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