-34.4%
MOS vs AGI
+243.7%
-278.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -2.0% | -10.1% | +8.1% | +1.0% |
| 30D | +15.3% | -6.5% | +21.8% | +17.3% |
| 3M | +1.5% | -12.8% | +14.3% | +4.9% |
| 6M | -2.0% | -34.3% | +32.3% | +8.4% |
| YTD | -6.5% | -25.6% | +19.1% | -1.4% |
| 1Y | -11.1% | -14.2% | +3.2% | -9.6% |
| 3Y | -30.3% | +127.3% | -157.5% | -47.9% |
| All | -34.4% | +243.7% | -278.1% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling