+71.7%
AG vs MOS
+6.2%
+65.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.8% | +4.2% |
| 7D | +10.8% | +19.7% | -8.8% | +5.1% |
| 30D | -8.2% | +21.5% | -29.7% | -13.3% |
| 3M | -13.7% | -0.4% | -13.3% | -13.9% |
| 6M | -27.3% | +4.5% | -31.8% | -28.5% |
| YTD | -4.6% | -2.9% | -1.7% | -4.4% |
| 1Y | +39.4% | -7.7% | +47.1% | +41.1% |
| 3Y | +244.1% | -25.6% | +269.8% | +263.7% |
| 5Y | +16.8% | -31.2% | +47.9% | +23.9% |
| 10Y | +71.7% | +2.8% | +68.9% | +55.6% |
| All | +71.7% | +6.2% | +65.5% | +55.6% |
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