+5,363.4%
AON vs MOS
+127.2%
+5,236.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | +0.7% | +19.7% | -18.9% | -1.8% |
| 30D | +23.1% | +21.5% | +1.6% | +19.7% |
| 3M | -6.0% | -0.4% | -5.6% | -6.4% |
| 6M | +7.9% | +4.5% | +3.3% | +6.3% |
| YTD | -4.1% | -2.9% | -1.2% | -5.4% |
| 1Y | -2.3% | -7.7% | +5.4% | -3.1% |
| 3Y | +3.4% | -25.6% | +29.1% | +3.9% |
| 5Y | +17.1% | -31.2% | +48.3% | +15.8% |
| 10Y | +230.6% | +2.8% | +227.7% | +187.7% |
| All | +5,363.4% | +127.2% | +5,236.1% | +3,219.7% |
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