+116.4%
MOS vs ACI
+32.1%
+84.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.6% |
| 7D | +5.5% | -5.3% | +10.8% | +6.4% |
| 30D | +21.0% | +5.0% | +15.9% | +20.0% |
| 3M | -0.5% | +7.5% | -8.0% | -1.8% |
| 6M | +6.6% | -16.0% | +22.6% | +8.9% |
| YTD | -2.8% | -20.6% | +17.9% | +0.1% |
| 1Y | -8.1% | -23.5% | +15.5% | -4.7% |
| 3Y | -25.6% | -32.1% | +6.5% | -21.6% |
| 5Y | -29.8% | -42.5% | +12.7% | -25.3% |
| All | +116.4% | +32.1% | +84.3% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling