+12.6%
MOS vs AGI
+373.6%
-361.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.8% |
| 7D | +7.1% | +4.4% | +2.7% | +6.5% |
| 30D | +15.0% | +10.0% | +5.1% | +13.6% |
| 3M | +24.1% | +1.7% | +22.3% | +23.5% |
| 6M | +2.7% | -26.8% | +29.5% | +5.8% |
| YTD | +12.2% | -5.3% | +17.5% | +12.1% |
| 1Y | -16.3% | +11.5% | -27.8% | -17.9% |
| 3Y | -23.3% | +212.9% | -236.2% | -32.3% |
| 5Y | -4.2% | +388.8% | -392.9% | -18.9% |
| 10Y | +12.6% | +383.6% | -371.0% | -1.6% |
| All | +12.6% | +373.6% | -361.0% | -1.6% |
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