+143.3%
MOS vs ACI
+25.9%
+117.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +9.5% | +0.2% | +9.4% | +9.5% |
| 30D | +10.4% | +5.9% | +4.5% | +9.3% |
| 3M | +12.9% | -19.8% | +32.7% | +16.3% |
| 6M | +1.2% | -24.7% | +26.0% | +5.3% |
| YTD | +9.3% | -24.4% | +33.7% | +13.5% |
| 1Y | -18.0% | -31.5% | +13.5% | -13.4% |
| 3Y | -29.0% | -38.7% | +9.7% | -23.9% |
| 5Y | -9.6% | -42.8% | +33.2% | -3.8% |
| All | +143.3% | +25.9% | +117.4% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling