-18.0%
MOS vs ACI
-32.3%
+14.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +9.5% | +0.2% | +9.4% | +9.5% |
| 30D | +10.4% | +5.9% | +4.5% | +10.1% |
| 3M | +12.9% | -19.8% | +32.7% | +14.4% |
| 6M | +1.2% | -24.7% | +26.0% | +3.0% |
| YTD | +9.3% | -24.4% | +33.7% | +11.1% |
| 1Y | -18.0% | -31.5% | +13.5% | -7.5% |
| All | -18.0% | -32.3% | +14.4% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling