+7.2%
MOS vs ACM
+233.2%
-226.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.5% | +4.6% |
| 7D | +22.5% | +5.1% | +17.4% | +19.1% |
| 30D | +6.6% | +11.5% | -4.8% | -0.1% |
| 3M | -3.8% | -10.5% | +6.6% | +1.4% |
| 6M | -2.2% | -20.4% | +18.2% | +9.0% |
| YTD | -4.8% | -28.9% | +24.1% | +12.1% |
| 1Y | -11.7% | -48.7% | +37.0% | +26.5% |
| 3Y | -26.5% | -12.5% | -14.0% | -27.1% |
| 5Y | -32.2% | +0.5% | -32.7% | -39.1% |
| 10Y | +10.2% | +161.2% | -151.0% | -45.7% |
| All | +7.2% | +233.2% | -226.0% | -62.5% |
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