-5.3%
MOS vs ACI
-13.1%
+7.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.5% | +13.8% | +17.0% |
| 7D | +17.9% | +4.5% | +13.5% | +17.6% |
| 30D | +1.6% | +20.9% | -19.3% | +1.0% |
| 3M | -4.0% | +15.2% | -19.2% | -4.4% |
| All | -5.3% | -13.1% | +7.8% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling