+247.8%
MOS vs AGI
+4,416.0%
-4,168.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.4% |
| 7D | +5.5% | 0.0% | +5.5% | +5.4% |
| 30D | +21.0% | -7.6% | +28.6% | +22.4% |
| 3M | -0.5% | -10.2% | +9.8% | +1.0% |
| 6M | +6.6% | -31.5% | +38.1% | +12.2% |
| YTD | -2.8% | -22.0% | +19.2% | -0.2% |
| 1Y | -8.1% | -7.9% | -0.2% | -7.9% |
| 3Y | -25.6% | +137.6% | -163.2% | -35.9% |
| 5Y | -29.8% | +256.7% | -286.5% | -43.6% |
| 10Y | +0.6% | +405.2% | -404.6% | -30.1% |
| All | +247.8% | +4,416.0% | -4,168.2% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling