+12.7%
MOS vs AZO
+297.5%
-284.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | +0.5% | -2.9% | +3.4% | +1.5% |
| 30D | +10.9% | -5.3% | +16.2% | +12.7% |
| 3M | +29.2% | -7.3% | +36.6% | +31.7% |
| 6M | -2.3% | -22.7% | +20.4% | +5.6% |
| YTD | +8.3% | -15.0% | +23.4% | +12.8% |
| 1Y | -21.2% | -32.2% | +11.1% | -11.2% |
| 3Y | -25.9% | +10.0% | -35.9% | -31.7% |
| 5Y | -9.4% | +85.8% | -95.2% | -34.4% |
| All | +12.7% | +297.5% | -284.8% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AZO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling