+131.7%
AG vs MOS
-17.5%
+149.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.6% |
| 7D | +1.0% | +9.5% | -8.5% | -3.1% |
| 30D | +19.2% | +10.4% | +8.8% | +13.6% |
| 3M | +6.2% | +12.9% | -6.7% | -0.2% |
| 6M | -26.7% | +1.2% | -27.9% | -28.4% |
| YTD | +26.1% | +9.3% | +16.8% | +24.0% |
| 1Y | +131.7% | -18.0% | +149.6% | +145.5% |
| All | +131.7% | -17.5% | +149.1% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling