+2.8%
MOS vs AGI
+349.0%
-346.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.5% |
| 7D | +19.7% | +17.4% | +2.3% | +17.3% |
| 30D | +21.5% | -0.9% | +22.4% | +21.5% |
| 3M | -0.4% | -1.6% | +1.2% | -0.4% |
| 6M | +4.5% | -24.7% | +29.2% | +7.6% |
| YTD | -2.9% | -15.3% | +12.4% | -1.7% |
| 1Y | -7.7% | +5.5% | -13.2% | -8.7% |
| 3Y | -25.6% | +154.5% | -180.2% | -32.9% |
| 5Y | -31.2% | +310.6% | -341.8% | -40.8% |
| 10Y | +2.8% | +362.7% | -359.9% | -8.3% |
| All | +2.8% | +349.0% | -346.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling