-32.8%
MOS vs AIG
+47.6%
-80.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.1% | +2.0% |
| 7D | +21.6% | -5.1% | +26.7% | +24.7% |
| 30D | +12.0% | +2.8% | +9.2% | +10.3% |
| 3M | -3.9% | -2.1% | -1.8% | -3.2% |
| 6M | -3.3% | +1.4% | -4.7% | -4.9% |
| YTD | -4.6% | -7.4% | +2.7% | -2.3% |
| 1Y | -7.0% | +4.4% | -11.4% | -10.8% |
| 3Y | -24.4% | +30.0% | -54.4% | -38.3% |
| All | -32.8% | +47.6% | -80.4% | -50.7% |
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