-6.6%
MOS vs AZO
+86.9%
-93.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | +1.7% | -0.8% | +2.5% | +1.8% |
| 30D | +11.7% | -5.1% | +16.8% | +12.8% |
| 3M | +23.2% | -7.2% | +30.4% | +24.7% |
| 6M | -1.6% | -20.7% | +19.1% | +3.0% |
| YTD | +10.8% | -14.2% | +25.0% | +13.7% |
| 1Y | -16.2% | -32.2% | +15.9% | -9.0% |
| 3Y | -24.2% | +11.1% | -35.4% | -28.5% |
| 5Y | -6.6% | +87.6% | -94.2% | -25.7% |
| All | -6.6% | +86.9% | -93.6% | -25.7% |
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