+445.6%
AG vs MOS
+72.6%
+373.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.5% |
| 7D | +1.0% | +9.5% | -8.5% | -2.6% |
| 30D | +19.2% | +10.4% | +8.8% | +14.5% |
| 3M | +6.2% | +12.9% | -6.7% | +0.9% |
| 6M | -26.7% | +1.2% | -27.9% | -27.9% |
| YTD | +26.1% | +9.3% | +16.8% | +20.5% |
| 1Y | +131.7% | -18.0% | +149.6% | +145.4% |
| 3Y | +255.3% | -29.0% | +284.4% | +289.1% |
| 5Y | +61.9% | -9.6% | +71.5% | +50.8% |
| 10Y | +72.0% | +6.1% | +66.0% | +21.3% |
| All | +445.6% | +72.6% | +373.1% | +162.6% |
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 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