-24.5%
MOS vs ACI
-33.4%
+8.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.6% | +6.9% | +3.9% |
| 7D | +22.5% | +3.5% | +19.0% | +22.0% |
| 30D | +6.6% | +16.8% | -10.1% | +4.3% |
| 3M | -3.8% | +13.1% | -16.9% | -5.6% |
| 6M | -2.2% | -15.6% | +13.4% | +0.2% |
| YTD | -4.8% | -19.2% | +14.5% | -1.9% |
| 1Y | -11.7% | -20.7% | +9.0% | -8.6% |
| All | -24.5% | -33.4% | +8.9% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling