+422.3%
MOS vs IAG
+377.5%
+44.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.8% |
| 7D | +9.5% | -0.5% | +10.1% | +9.5% |
| 30D | +10.4% | +28.9% | -18.5% | +4.9% |
| 3M | +12.9% | +19.1% | -6.3% | +8.4% |
| 6M | +1.2% | -10.3% | +11.5% | +1.8% |
| YTD | +9.3% | +24.2% | -14.9% | +2.9% |
| 1Y | -18.0% | +116.5% | -134.5% | -31.0% |
| 3Y | -29.0% | +742.8% | -771.8% | -56.3% |
| 5Y | -9.6% | +753.3% | -762.9% | -48.0% |
| 10Y | +6.1% | +403.2% | -397.1% | -42.6% |
| All | +422.3% | +377.5% | +44.8% | +89.4% |
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