-32.2%
MOS vs ACM
+1.8%
-34.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.5% | +4.2% |
| 7D | +22.5% | +5.1% | +17.4% | +20.1% |
| 30D | +6.6% | +11.5% | -4.8% | +2.0% |
| 3M | -3.8% | -10.5% | +6.6% | +0.2% |
| 6M | -2.2% | -20.4% | +18.2% | +6.7% |
| YTD | -4.8% | -28.9% | +24.1% | +8.7% |
| 1Y | -11.7% | -48.7% | +37.0% | +19.8% |
| 3Y | -26.5% | -12.5% | -14.0% | -31.4% |
| 5Y | -32.2% | +0.5% | -32.7% | -43.4% |
| All | -32.2% | +1.8% | -34.0% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling