+114.0%
MOS vs AJG
+13,145.4%
-13,031.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | 0.0% |
| 7D | -2.0% | +0.5% | -2.4% | -2.1% |
| 30D | +15.3% | +19.4% | -4.1% | +8.3% |
| 3M | +1.5% | +11.9% | -10.4% | -2.8% |
| 6M | -2.0% | +48.3% | -50.2% | -15.8% |
| YTD | -6.5% | +10.3% | -16.8% | -11.8% |
| 1Y | -11.1% | +11.5% | -22.6% | -16.4% |
| 3Y | -30.3% | +17.5% | -47.8% | -37.1% |
| 5Y | -33.5% | +79.8% | -113.3% | -49.2% |
| 10Y | -3.3% | +541.5% | -544.8% | -50.6% |
| All | +114.0% | +13,145.4% | -13,031.4% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling