-40.6%
ACN vs MOS
-8.7%
-31.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.5% |
| 7D | -1.5% | +9.5% | -11.1% | -2.7% |
| 30D | +9.4% | +10.4% | -1.1% | +7.9% |
| 3M | +5.6% | +12.9% | -7.2% | +3.6% |
| 6M | -9.3% | +1.2% | -10.5% | -10.3% |
| YTD | -29.0% | +9.3% | -38.3% | -30.8% |
| 1Y | -24.7% | -18.0% | -6.7% | -23.4% |
| 3Y | -39.8% | -29.0% | -10.8% | -38.5% |
| All | -40.6% | -8.7% | -31.9% | -45.7% |
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