-15.6%
ACN vs MOS
-25.4%
+9.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.5% |
| 7D | -2.5% | +19.7% | -22.2% | -3.9% |
| 30D | +22.6% | +21.5% | +1.1% | +20.8% |
| 3M | +45.9% | -0.4% | +46.3% | +45.8% |
| 6M | +43.8% | +4.5% | +39.3% | +42.7% |
| YTD | -2.5% | -2.9% | +0.4% | -3.6% |
| 1Y | +6.5% | -7.7% | +14.2% | +5.9% |
| All | -15.6% | -25.4% | +9.7% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling