-11.4%
MOS vs ACI
-22.6%
+11.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.7% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +13.5% | +4.9% | +8.5% | +13.1% |
| 3M | -2.9% | +11.1% | -14.0% | -3.6% |
| 6M | -1.0% | -14.9% | +13.9% | +0.9% |
| YTD | -7.2% | -19.6% | +12.4% | -5.3% |
| 1Y | -11.4% | -22.7% | +11.3% | -6.0% |
| All | -11.4% | -22.6% | +11.2% | -6.0% |
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 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