-25.8%
ACN vs MOS
-33.6%
+7.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -3.8% | -2.0% | -1.9% | -3.6% |
| 30D | +16.5% | +15.3% | +1.2% | +14.3% |
| 3M | +41.5% | +1.5% | +40.0% | +40.7% |
| 6M | +60.1% | -2.0% | +62.0% | +59.2% |
| YTD | -3.9% | -6.5% | +2.6% | -4.8% |
| 1Y | +4.1% | -11.1% | +15.1% | +3.8% |
| 3Y | -15.9% | -30.3% | +14.4% | -14.3% |
| All | -25.8% | -33.6% | +7.8% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling