-9.6%
MOS vs ACM
+5.0%
-14.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +9.5% | -3.7% | +13.3% | +11.3% |
| 30D | +10.4% | -11.1% | +21.5% | +15.5% |
| 3M | +12.9% | -8.0% | +20.9% | +15.8% |
| 6M | +1.2% | -29.7% | +30.9% | +17.5% |
| YTD | +9.3% | -29.4% | +38.7% | +25.4% |
| 1Y | -18.0% | -46.4% | +28.5% | +8.4% |
| 3Y | -29.0% | -22.3% | -6.7% | -27.9% |
| All | -9.6% | +5.0% | -14.5% | -25.1% |
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