+229.4%
AG vs MOS
-26.6%
+256.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +6.3% | +21.6% | -15.3% | -4.1% |
| 30D | -8.9% | +12.0% | -20.9% | -14.6% |
| 3M | -12.2% | -3.9% | -8.3% | -11.2% |
| 6M | -28.3% | -3.3% | -25.0% | -28.1% |
| YTD | -8.8% | -4.6% | -4.2% | -8.6% |
| 1Y | +39.4% | -7.0% | +46.3% | +40.7% |
| 3Y | +229.4% | -24.4% | +253.8% | +267.4% |
| All | +229.4% | -26.6% | +256.0% | +267.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling