+5,143.6%
AON vs MOS
+155.8%
+4,987.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -9.1% | +9.5% | -18.6% | -10.2% |
| 30D | -10.2% | +10.4% | -20.7% | -11.5% |
| 3M | +0.5% | +12.9% | -12.4% | -1.6% |
| 6M | -4.8% | +1.2% | -6.1% | -6.0% |
| YTD | -8.0% | +9.3% | -17.3% | -10.4% |
| 1Y | -13.1% | -18.0% | +4.9% | -12.2% |
| 3Y | -1.3% | -29.0% | +27.7% | +0.1% |
| 5Y | +14.9% | -9.6% | +24.5% | +9.5% |
| 10Y | +214.9% | +6.1% | +208.8% | +173.4% |
| All | +5,143.6% | +155.8% | +4,987.8% | +3,045.5% |
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