+112.2%
MOS vs ACI
+29.9%
+82.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.7% |
| 7D | +21.6% | -2.2% | +23.8% | +22.1% |
| 30D | +12.0% | +10.3% | +1.7% | +10.2% |
| 3M | -3.9% | +7.2% | -11.1% | -5.1% |
| 6M | -3.3% | -18.0% | +14.7% | -0.9% |
| YTD | -4.6% | -22.0% | +17.3% | -1.6% |
| 1Y | -7.0% | -23.4% | +16.4% | -3.7% |
| 3Y | -24.4% | -35.8% | +11.4% | -19.6% |
| 5Y | -32.1% | -43.7% | +11.6% | -27.6% |
| All | +112.2% | +29.9% | +82.3% | +114.0% |
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