+7.5%
MOS vs ACWI
+219.2%
-211.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.8% | +7.1% | +8.0% |
| 7D | +22.5% | -4.0% | +26.5% | +28.6% |
| 30D | +6.6% | -5.8% | +12.5% | +14.6% |
| 3M | -3.8% | -5.0% | +1.2% | +2.1% |
| 6M | -2.2% | +0.7% | -2.9% | -3.6% |
| YTD | -4.8% | +8.4% | -13.2% | -14.9% |
| 1Y | -11.7% | +10.1% | -21.8% | -22.7% |
| 3Y | -26.5% | +70.8% | -97.3% | -64.1% |
| 5Y | -32.2% | +55.4% | -87.6% | -62.5% |
| All | +7.5% | +219.2% | -211.6% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling