-34.4%
MOS vs AJG
+79.0%
-113.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.3% |
| 7D | -2.0% | +0.5% | -2.4% | -2.1% |
| 30D | +15.3% | +19.4% | -4.1% | +11.3% |
| 3M | +1.5% | +11.9% | -10.4% | -0.9% |
| 6M | -2.0% | +48.3% | -50.2% | -10.5% |
| YTD | -6.5% | +10.3% | -16.8% | -7.8% |
| 1Y | -11.1% | +11.5% | -22.6% | -12.6% |
| 3Y | -30.3% | +17.5% | -47.8% | -35.3% |
| All | -34.4% | +79.0% | -113.4% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling