-71.3%
MOS vs ACWI
+347.2%
-418.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +1.7% | +15.7% | +15.2% |
| 7D | +17.9% | -0.5% | +18.4% | +18.9% |
| 30D | +1.6% | -1.6% | +3.2% | +3.9% |
| 3M | -4.0% | -1.3% | -2.7% | -2.4% |
| 6M | -4.1% | +5.8% | -10.0% | -11.2% |
| YTD | -7.8% | +12.7% | -20.5% | -21.8% |
| 1Y | -15.6% | +15.0% | -30.6% | -30.3% |
| 3Y | -28.9% | +77.5% | -106.4% | -67.4% |
| 5Y | -36.8% | +61.9% | -98.7% | -67.5% |
| 10Y | +6.7% | +236.1% | -229.5% | -78.2% |
| All | -71.3% | +347.2% | -418.5% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling