+2.5%
MOS vs ACGL
+5,010.0%
-5,007.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +2.7% | +14.7% | +16.5% |
| 7D | +17.9% | +8.0% | +10.0% | +15.1% |
| 30D | +1.6% | +17.3% | -15.7% | -3.7% |
| 3M | -4.0% | +11.2% | -15.2% | -7.4% |
| 6M | -4.1% | +18.2% | -22.3% | -9.9% |
| YTD | -7.8% | +15.4% | -23.2% | -13.0% |
| 1Y | -15.6% | +26.5% | -42.1% | -22.8% |
| 3Y | -28.9% | +36.1% | -64.9% | -37.8% |
| 5Y | -36.8% | +175.9% | -212.8% | -57.2% |
| 10Y | +6.7% | +352.4% | -345.8% | -37.8% |
| All | +2.5% | +5,010.0% | -5,007.5% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling