-30.3%
MOS vs AGI
+127.5%
-157.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -2.0% | -10.1% | +8.1% | +0.9% |
| 30D | +15.3% | -6.5% | +21.8% | +17.1% |
| 3M | +1.5% | -12.8% | +14.3% | +4.7% |
| 6M | -2.0% | -34.3% | +32.3% | +7.5% |
| YTD | -6.5% | -25.6% | +19.1% | -1.6% |
| 1Y | -11.1% | -14.2% | +3.2% | -9.2% |
| 3Y | -30.3% | +127.3% | -157.5% | -44.5% |
| All | -30.3% | +127.5% | -157.7% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling