+355.0%
MOS vs IAG
+308.0%
+47.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.3% |
| 7D | +22.5% | +4.5% | +18.0% | +21.6% |
| 30D | +6.6% | -5.7% | +12.3% | +7.8% |
| 3M | -3.8% | +10.1% | -13.9% | -6.0% |
| 6M | -2.2% | +7.3% | -9.5% | -4.6% |
| YTD | -4.8% | +6.1% | -10.9% | -7.8% |
| 1Y | -11.7% | +46.8% | -58.5% | -19.7% |
| 3Y | -26.5% | +573.1% | -599.6% | -52.7% |
| 5Y | -32.2% | +477.6% | -509.8% | -57.9% |
| 10Y | +10.2% | +315.7% | -305.5% | -37.4% |
| All | +355.0% | +308.0% | +47.0% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling