-32.8%
MOS vs AGI
+310.5%
-343.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.6% |
| 7D | +21.6% | +16.0% | +5.6% | +16.9% |
| 30D | +12.0% | +1.0% | +11.0% | +11.3% |
| 3M | -3.9% | +2.5% | -6.3% | -5.0% |
| 6M | -3.3% | -24.0% | +20.7% | +2.6% |
| YTD | -4.6% | -17.2% | +12.6% | -2.3% |
| 1Y | -7.0% | +4.9% | -11.9% | -10.4% |
| 3Y | -24.4% | +142.6% | -167.0% | -44.4% |
| All | -32.8% | +310.5% | -343.3% | -59.7% |
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