+96.6%
AGG vs MOS
+391.2%
-294.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.6% | +5.5% | -6.0% | -0.6% |
| 30D | +1.2% | +21.0% | -19.7% | +1.3% |
| 3M | -0.8% | -0.5% | -0.4% | -0.8% |
| 6M | -1.4% | +6.6% | -8.0% | -1.4% |
| YTD | -1.1% | -2.8% | +1.7% | -1.1% |
| 1Y | -1.0% | -8.1% | +7.0% | -1.0% |
| 3Y | +14.1% | -25.6% | +39.7% | +14.1% |
| 5Y | -1.3% | -29.8% | +28.5% | -1.3% |
| 10Y | +16.6% | +0.6% | +16.1% | +16.1% |
| All | +96.6% | +391.2% | -294.6% | +102.8% |
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