+17.1%
AON vs MOS
-32.4%
+49.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +4.4% | +21.6% | -17.2% | +2.7% |
| 30D | +24.1% | +12.0% | +12.1% | +22.8% |
| 3M | -7.0% | -3.9% | -3.1% | -7.0% |
| 6M | +9.1% | -3.3% | +12.5% | +8.9% |
| YTD | -4.4% | -4.6% | +0.2% | -5.4% |
| 1Y | -0.8% | -7.0% | +6.2% | -1.7% |
| 3Y | +5.1% | -24.4% | +29.6% | +5.0% |
| All | +17.1% | -32.4% | +49.5% | +19.8% |
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 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