-31.2%
MOS vs ACM
+3.6%
-34.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.2% | -3.4% | -0.4% |
| 7D | +19.7% | +6.9% | +12.8% | +16.4% |
| 30D | +21.5% | +19.1% | +2.4% | +12.9% |
| 3M | -0.4% | -6.9% | +6.5% | +2.0% |
| 6M | +4.5% | -12.0% | +16.6% | +8.9% |
| YTD | -2.9% | -25.1% | +22.2% | +8.4% |
| 1Y | -7.7% | -45.4% | +37.7% | +21.7% |
| 3Y | -25.6% | -6.9% | -18.7% | -32.7% |
| 5Y | -31.2% | +3.7% | -34.9% | -42.9% |
| All | -31.2% | +3.6% | -34.7% | -42.9% |
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