+118.3%
MOS vs AIG
-19.4%
+137.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.1% | +1.0% |
| 7D | +21.6% | -5.1% | +26.7% | +23.0% |
| 30D | +12.0% | +2.8% | +9.2% | +11.2% |
| 3M | -3.9% | -2.1% | -1.8% | -3.5% |
| 6M | -3.3% | +1.4% | -4.7% | -4.0% |
| YTD | -4.6% | -7.4% | +2.7% | -3.6% |
| 1Y | -7.0% | +4.4% | -11.4% | -8.5% |
| 3Y | -24.4% | +30.0% | -54.4% | -29.5% |
| 5Y | -32.1% | +47.9% | -80.0% | -38.4% |
| 10Y | +10.3% | +74.4% | -64.1% | -4.2% |
| All | +118.3% | -19.4% | +137.7% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling