+86.9%
AG vs MOS
-1.8%
+88.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -4.0% | +5.5% | -9.5% | -5.5% |
| 30D | -13.1% | +21.0% | -34.0% | -17.9% |
| 3M | -22.0% | -0.5% | -21.6% | -22.2% |
| 6M | -37.3% | +6.6% | -43.8% | -38.6% |
| YTD | -11.2% | -2.8% | -8.4% | -11.1% |
| 1Y | +23.9% | -8.1% | +32.0% | +25.6% |
| 3Y | +225.1% | -25.6% | +250.7% | +243.6% |
| 5Y | +7.7% | -29.8% | +37.5% | +13.9% |
| 10Y | +86.9% | +0.6% | +86.3% | +72.1% |
| All | +86.9% | -1.8% | +88.7% | +72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling