+294.5%
AG vs MOS
+50.5%
+243.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +6.3% | +21.6% | -15.3% | -1.8% |
| 30D | -8.9% | +12.0% | -20.9% | -13.4% |
| 3M | -12.2% | -3.9% | -8.3% | -11.3% |
| 6M | -28.3% | -3.3% | -25.0% | -28.0% |
| YTD | -8.8% | -4.6% | -4.2% | -8.5% |
| 1Y | +39.4% | -7.0% | +46.3% | +40.7% |
| 3Y | +229.4% | -24.4% | +253.8% | +253.7% |
| 5Y | +14.5% | -32.1% | +46.7% | +19.9% |
| 10Y | +82.7% | +10.3% | +72.4% | +24.5% |
| All | +294.5% | +50.5% | +243.9% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling