+8.5%
MOS vs AIG
+65.2%
-56.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.9% |
| 7D | +9.5% | -0.9% | +10.5% | +10.1% |
| 30D | +10.4% | -4.9% | +15.3% | +13.8% |
| 3M | +12.9% | +4.5% | +8.4% | +9.0% |
| 6M | +1.2% | -1.4% | +2.7% | +0.7% |
| YTD | +9.3% | -9.8% | +19.1% | +14.3% |
| 1Y | -18.0% | -4.5% | -13.4% | -17.6% |
| 3Y | -29.0% | +37.4% | -66.5% | -45.4% |
| 5Y | -9.6% | +55.0% | -64.6% | -37.2% |
| All | +8.5% | +65.2% | -56.7% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling