+343.4%
MOS vs IAG
+299.6%
+43.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.1% | +0.6% | -3.6% |
| 7D | -2.6% | -2.1% | -0.5% | -2.3% |
| 30D | +13.5% | -6.2% | +19.6% | +14.7% |
| 3M | -2.9% | -5.1% | +2.2% | -2.3% |
| 6M | -1.0% | -10.0% | +9.0% | -0.2% |
| YTD | -7.2% | +3.9% | -11.1% | -9.9% |
| 1Y | -11.4% | +18.9% | -30.3% | -16.3% |
| 3Y | -29.0% | +651.8% | -680.7% | -55.3% |
| 5Y | -34.0% | +416.3% | -450.3% | -58.2% |
| 10Y | -4.0% | +377.4% | -381.5% | -47.1% |
| All | +343.4% | +299.6% | +43.8% | +65.9% |
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