-32.2%
MOS vs ACGL
+174.7%
-206.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +22.5% | +6.4% | +16.1% | +20.4% |
| 30D | +6.6% | +16.6% | -10.0% | +1.9% |
| 3M | -3.8% | +11.6% | -15.4% | -6.9% |
| 6M | -2.2% | +17.5% | -19.7% | -7.3% |
| YTD | -4.8% | +15.3% | -20.0% | -9.6% |
| 1Y | -11.7% | +26.3% | -38.0% | -18.9% |
| 3Y | -26.5% | +35.9% | -62.4% | -36.3% |
| 5Y | -32.2% | +168.2% | -200.4% | -64.1% |
| All | -32.2% | +174.7% | -206.9% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling