-23.1%
MOS vs AJG
+10.0%
-33.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.6% | -1.1% |
| 7D | +1.7% | -7.4% | +9.1% | +1.9% |
| 30D | +11.7% | -3.0% | +14.6% | +11.7% |
| 3M | +23.2% | +12.8% | +10.3% | +22.9% |
| 6M | -1.6% | +12.8% | -14.5% | -1.4% |
| YTD | +10.8% | -4.7% | +15.6% | +13.7% |
| 1Y | -16.2% | -17.2% | +1.0% | -12.4% |
| All | -23.1% | +10.0% | -33.1% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling