-28.3%
MOS vs ACWI
+76.1%
-104.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +9.5% | +0.5% | +9.0% | +9.0% |
| 30D | +10.4% | +0.9% | +9.6% | +9.5% |
| 3M | +12.9% | +2.4% | +10.5% | +10.3% |
| 6M | +1.2% | +12.4% | -11.1% | -9.4% |
| YTD | +9.3% | +15.2% | -5.9% | -4.6% |
| 1Y | -18.0% | +22.7% | -40.7% | -32.6% |
| All | -28.3% | +76.1% | -104.4% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling