-18.0%
MOS vs ACM
-45.8%
+27.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +9.5% | -3.7% | +13.3% | +10.1% |
| 30D | +10.4% | -11.1% | +21.5% | +12.0% |
| 3M | +12.9% | -8.0% | +20.9% | +13.9% |
| 6M | +1.2% | -29.7% | +30.9% | +7.3% |
| YTD | +9.3% | -29.4% | +38.7% | +16.0% |
| 1Y | -18.0% | -46.4% | +28.5% | -8.2% |
| All | -18.0% | -45.8% | +27.8% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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