-24.5%
MOS vs ACWI
+70.4%
-94.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.8% | +7.1% | +6.6% |
| 7D | +22.5% | -4.0% | +26.5% | +26.8% |
| 30D | +6.6% | -5.8% | +12.5% | +12.3% |
| 3M | -3.8% | -5.0% | +1.2% | +0.4% |
| 6M | -2.2% | +0.7% | -2.9% | -3.2% |
| YTD | -4.8% | +8.4% | -13.2% | -12.3% |
| 1Y | -11.7% | +10.1% | -21.8% | -19.9% |
| All | -24.5% | +70.4% | -94.9% | -60.2% |
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 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