-18.0%
MOS vs AJG
-12.9%
-5.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.3% |
| 7D | +9.5% | -1.8% | +11.4% | +9.4% |
| 30D | +10.4% | +4.6% | +5.8% | +10.7% |
| 3M | +12.9% | +24.9% | -12.0% | +16.5% |
| 6M | +1.2% | +17.2% | -16.0% | +5.5% |
| YTD | +9.3% | +2.2% | +7.2% | +17.0% |
| 1Y | -18.0% | -11.5% | -6.5% | -11.5% |
| All | -18.0% | -12.9% | -5.1% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling