-29.8%
MOS vs ACGL
+174.9%
-204.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +5.5% | -1.4% | +6.8% | +5.9% |
| 30D | +21.0% | +12.4% | +8.6% | +16.9% |
| 3M | -0.5% | +11.1% | -11.6% | -3.6% |
| 6M | +6.6% | +16.3% | -9.8% | +1.3% |
| YTD | -2.8% | +13.8% | -16.6% | -7.4% |
| 1Y | -8.1% | +20.4% | -28.5% | -14.2% |
| 3Y | -25.6% | +33.6% | -59.2% | -35.2% |
| 5Y | -29.8% | +176.8% | -206.6% | -64.1% |
| All | -29.8% | +174.9% | -204.7% | -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