+2,464.1%
ACN vs MOS
+181.2%
+2,282.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +17.4% | -13.6% | +0.5% |
| 7D | +8.6% | +17.9% | -9.4% | +5.0% |
| 30D | +36.6% | +1.6% | +35.0% | +35.5% |
| 3M | +56.3% | -4.0% | +60.3% | +56.4% |
| 6M | +49.7% | -4.1% | +53.8% | +48.7% |
| YTD | +1.3% | -7.8% | +9.1% | +0.3% |
| 1Y | +11.9% | -15.6% | +27.5% | +12.6% |
| 3Y | -10.6% | -28.9% | +18.2% | -9.1% |
| 5Y | -21.3% | -36.8% | +15.5% | -21.1% |
| 10Y | +166.2% | +6.7% | +159.6% | +116.1% |
| All | +2,464.1% | +181.2% | +2,282.8% | +1,158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling