+105.2%
MOS vs ACI
+39.5%
+65.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.5% | +13.8% | +16.8% |
| 7D | +17.9% | +4.5% | +13.5% | +17.2% |
| 30D | +1.6% | +20.9% | -19.3% | -1.5% |
| 3M | -4.0% | +15.2% | -19.2% | -6.3% |
| 6M | -4.1% | -13.3% | +9.2% | -2.5% |
| YTD | -7.8% | -16.2% | +8.4% | -5.9% |
| 1Y | -15.6% | -16.9% | +1.3% | -13.7% |
| 3Y | -28.9% | -30.8% | +2.0% | -25.2% |
| 5Y | -36.8% | -39.4% | +2.6% | -33.4% |
| All | +105.2% | +39.5% | +65.6% | +104.5% |
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