-11.8%
ACN vs MOS
-26.6%
+14.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.9% | +21.6% | -20.7% | -0.6% |
| 30D | +33.5% | +12.0% | +21.6% | +32.4% |
| 3M | +53.5% | -3.9% | +57.3% | +53.8% |
| 6M | +52.2% | -3.3% | +55.5% | +52.2% |
| YTD | -0.1% | -4.6% | +4.5% | -1.1% |
| 1Y | +11.0% | -7.0% | +18.0% | +10.2% |
| 3Y | -11.8% | -24.4% | +12.6% | -12.5% |
| All | -11.8% | -26.6% | +14.8% | -12.5% |
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