+7.6%
MOS vs ACWI
+219.0%
-211.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +21.6% | -2.4% | +23.9% | +25.1% |
| 30D | +12.0% | -5.2% | +17.2% | +19.3% |
| 3M | -3.9% | -4.8% | +0.9% | +1.7% |
| 6M | -3.3% | -1.3% | -2.0% | -2.3% |
| YTD | -4.6% | +8.4% | -13.0% | -14.8% |
| 1Y | -7.0% | +11.0% | -18.0% | -19.5% |
| 3Y | -24.4% | +70.6% | -95.0% | -63.0% |
| 5Y | -32.1% | +55.3% | -87.4% | -62.4% |
| All | +7.6% | +219.0% | -211.4% | -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