+153.7%
ACN vs MOS
+3.2%
+150.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.5% |
| 7D | +1.6% | +24.8% | -23.3% | -2.3% |
| 30D | +24.6% | +22.7% | +2.0% | +20.0% |
| 3M | +46.2% | -1.2% | +47.4% | +45.7% |
| 6M | +46.2% | +5.5% | +40.6% | +43.1% |
| YTD | -0.9% | -2.0% | +1.1% | -2.8% |
| 1Y | +8.8% | -7.9% | +16.7% | +7.8% |
| 3Y | -14.3% | -25.0% | +10.7% | -13.6% |
| 5Y | -22.6% | -27.7% | +5.1% | -24.5% |
| 10Y | +153.7% | -1.6% | +155.3% | +103.2% |
| All | +153.7% | +3.2% | +150.5% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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