+8.2%
MOS vs ACGL
+276.1%
-267.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.3% |
| 7D | +9.5% | -0.7% | +10.3% | +9.9% |
| 30D | +10.4% | -1.0% | +11.4% | +10.9% |
| 3M | +12.9% | +11.0% | +1.8% | +6.2% |
| 6M | +1.2% | -0.3% | +1.6% | +0.2% |
| YTD | +9.3% | +2.3% | +7.0% | +6.3% |
| 1Y | -18.0% | +6.4% | -24.4% | -22.1% |
| 3Y | -29.0% | +34.0% | -63.0% | -43.9% |
| 5Y | -9.6% | +161.6% | -171.2% | -54.7% |
| All | +8.2% | +276.1% | -267.9% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling