+11.7%
MOS vs AJG
+473.1%
-461.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | -1.7% | -8.3% | +6.5% | +2.9% |
| 30D | +12.4% | -5.7% | +18.1% | +15.8% |
| 3M | +20.5% | +9.1% | +11.4% | +13.2% |
| 6M | -12.0% | +15.2% | -27.2% | -21.0% |
| YTD | +7.4% | -6.3% | +13.7% | +8.1% |
| 1Y | -22.5% | -19.1% | -3.3% | -14.4% |
| 3Y | -25.5% | +8.2% | -33.7% | -37.1% |
| 5Y | -10.1% | +75.6% | -85.8% | -51.3% |
| All | +11.7% | +473.1% | -461.4% | -74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling