-24.5%
MOS vs ACM
-12.3%
-12.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.5% | +3.9% |
| 7D | +22.5% | +5.1% | +17.4% | +21.0% |
| 30D | +6.6% | +11.5% | -4.8% | +3.8% |
| 3M | -3.8% | -10.5% | +6.6% | -1.4% |
| 6M | -2.2% | -20.4% | +18.2% | +3.5% |
| YTD | -4.8% | -28.9% | +24.1% | +4.1% |
| 1Y | -11.7% | -48.7% | +37.0% | +8.6% |
| All | -24.5% | -12.3% | -12.2% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling