-1.3%
AGG vs MOS
-11.5%
+10.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +3.9% | -0.6% |
| 7D | -1.4% | -2.6% | +1.1% | -1.4% |
| 30D | +0.9% | +13.5% | -12.6% | +0.7% |
| 3M | -1.2% | -2.9% | +1.7% | -1.2% |
| 6M | -1.4% | -1.0% | -0.4% | -1.5% |
| YTD | -1.4% | -7.2% | +5.8% | -1.2% |
| 1Y | -1.3% | -11.4% | +10.1% | -1.2% |
| All | -1.3% | -11.5% | +10.2% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling