+11.7%
MOS vs AZO
+297.5%
-285.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.8% |
| 7D | -0.4% | -2.9% | +2.6% | +0.6% |
| 30D | +10.0% | -5.3% | +15.3% | +11.8% |
| 3M | +28.2% | -7.3% | +35.5% | +30.6% |
| 6M | -3.1% | -22.7% | +19.6% | +4.7% |
| YTD | +7.4% | -15.0% | +22.4% | +11.9% |
| 1Y | -21.8% | -32.2% | +10.4% | -11.9% |
| 3Y | -26.6% | +10.0% | -36.6% | -32.2% |
| 5Y | -10.1% | +85.8% | -96.0% | -35.0% |
| All | +11.7% | +297.5% | -285.7% | -39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling