+3.8%
MOS vs ACM
+240.6%
-236.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +2.9% | +14.4% | +15.6% |
| 7D | +17.9% | +9.5% | +8.4% | +11.8% |
| 30D | +1.6% | +14.7% | -13.2% | -6.4% |
| 3M | -4.0% | -9.5% | +5.5% | +0.6% |
| 6M | -4.1% | -18.0% | +13.9% | +5.1% |
| YTD | -7.8% | -27.3% | +19.5% | +7.2% |
| 1Y | -15.6% | -47.0% | +31.4% | +18.6% |
| 3Y | -28.9% | -10.6% | -18.3% | -30.3% |
| 5Y | -36.8% | +5.3% | -42.1% | -44.8% |
| 10Y | +6.7% | +167.0% | -160.3% | -48.1% |
| All | +3.8% | +240.6% | -236.8% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling