-7.9%
MOS vs ACM
-45.8%
+37.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +24.8% | +6.6% | +18.2% | +23.5% |
| 30D | +22.7% | +19.8% | +2.9% | +19.4% |
| 3M | -1.2% | -3.1% | +1.9% | -1.3% |
| 6M | +5.5% | -11.5% | +17.1% | +6.6% |
| YTD | -2.0% | -24.7% | +22.7% | +2.9% |
| 1Y | -7.9% | -45.1% | +37.1% | -1.3% |
| All | -7.9% | -45.8% | +37.8% | -1.3% |
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