-34.4%
MOS vs AIG
+59.1%
-93.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | -2.0% | +6.6% | -8.5% | -4.9% |
| 30D | +15.3% | +7.0% | +8.3% | +11.4% |
| 3M | +1.5% | +9.7% | -8.2% | -3.2% |
| 6M | -2.0% | +10.8% | -12.8% | -7.7% |
| YTD | -6.5% | -1.3% | -5.2% | -7.1% |
| 1Y | -11.1% | +8.4% | -19.4% | -16.0% |
| 3Y | -30.3% | +39.0% | -69.3% | -44.9% |
| All | -34.4% | +59.1% | -93.5% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling