+8.1%
AG vs MOS
-29.7%
+37.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -4.0% | +5.5% | -9.5% | -6.1% |
| 30D | -13.1% | +21.0% | -34.0% | -19.9% |
| 3M | -22.0% | -0.5% | -21.6% | -22.4% |
| 6M | -37.3% | +6.6% | -43.8% | -39.3% |
| YTD | -11.2% | -2.8% | -8.4% | -11.4% |
| 1Y | +23.9% | -8.1% | +32.0% | +25.8% |
| 3Y | +225.1% | -25.6% | +250.7% | +246.8% |
| All | +8.1% | -29.7% | +37.9% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling