-34.4%
MOS vs AZO
+72.0%
-106.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.0% | +1.3% | -3.3% | -2.3% |
| 30D | +15.3% | +12.0% | +3.4% | +12.7% |
| 3M | +1.5% | +7.2% | -5.7% | -0.1% |
| 6M | -2.0% | -3.2% | +1.2% | -1.6% |
| YTD | -6.5% | -3.9% | -2.6% | -6.3% |
| 1Y | -11.1% | -14.7% | +3.6% | -8.2% |
| 3Y | -30.3% | +20.4% | -50.7% | -35.3% |
| All | -34.4% | +72.0% | -106.4% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling