-9.6%
MOS vs AGI
+385.7%
-395.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.9% |
| 7D | +9.5% | +0.6% | +8.9% | +9.2% |
| 30D | +10.4% | +18.2% | -7.8% | +5.6% |
| 3M | +12.9% | -4.1% | +17.0% | +13.2% |
| 6M | +1.2% | -28.7% | +29.9% | +8.5% |
| YTD | +9.3% | -4.0% | +13.3% | +8.1% |
| 1Y | -18.0% | +17.4% | -35.4% | -23.2% |
| 3Y | -29.0% | +203.0% | -232.0% | -49.1% |
| All | -9.6% | +385.7% | -395.3% | -43.7% |
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