-32.8%
MOS vs ACM
-2.7%
-30.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +21.6% | +5.4% | +16.2% | +19.1% |
| 30D | +12.0% | +15.1% | -3.1% | +5.6% |
| 3M | -3.9% | -10.5% | +6.6% | +0.1% |
| 6M | -3.3% | -19.7% | +16.4% | +5.1% |
| YTD | -4.6% | -28.8% | +24.2% | +8.8% |
| 1Y | -7.0% | -47.9% | +40.9% | +25.0% |
| 3Y | -24.4% | -12.4% | -12.1% | -29.6% |
| All | -32.8% | -2.7% | -30.1% | -43.2% |
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