+116.1%
MOS vs ACI
+31.1%
+85.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | +19.7% | -5.9% | +25.6% | +20.9% |
| 30D | +21.5% | +7.2% | +14.3% | +20.1% |
| 3M | -0.4% | +8.8% | -9.2% | -1.9% |
| 6M | +4.5% | -17.2% | +21.7% | +7.0% |
| YTD | -2.9% | -21.3% | +18.4% | +0.1% |
| 1Y | -7.7% | -23.7% | +16.0% | -4.3% |
| 3Y | -25.6% | -32.8% | +7.2% | -21.5% |
| 5Y | -31.2% | -41.4% | +10.2% | -27.0% |
| All | +116.1% | +31.1% | +85.0% | +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