+150.2%
MOS vs AIG
-21.5%
+171.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.6% |
| 7D | +9.5% | -0.9% | +10.5% | +9.8% |
| 30D | +10.4% | -4.9% | +15.3% | +11.6% |
| 3M | +12.9% | +4.5% | +8.4% | +11.5% |
| 6M | +1.2% | -1.4% | +2.7% | +1.2% |
| YTD | +9.3% | -9.8% | +19.1% | +11.3% |
| 1Y | -18.0% | -4.5% | -13.4% | -17.6% |
| 3Y | -29.0% | +37.4% | -66.5% | -34.6% |
| 5Y | -9.6% | +55.0% | -64.6% | -18.7% |
| 10Y | +6.1% | +63.7% | -57.6% | -6.7% |
| All | +150.2% | -21.5% | +171.8% | +79.5% |
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