-2.6%
MOS vs ACM
+131.8%
-134.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | +5.5% | +3.0% | +2.5% | +3.3% |
| 30D | +21.0% | +19.7% | +1.3% | +7.6% |
| 3M | -0.5% | +5.3% | -5.8% | -4.9% |
| 6M | +6.6% | -10.8% | +17.4% | +11.1% |
| YTD | -2.8% | -25.1% | +22.3% | +12.5% |
| 1Y | -8.1% | -45.8% | +37.7% | +32.8% |
| 3Y | -25.6% | -9.4% | -16.2% | -29.9% |
| 5Y | -29.8% | +4.8% | -34.5% | -42.2% |
| All | -2.6% | +131.8% | -134.4% | -54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling