-2.6%
AMC vs MOS
-17.5%
+14.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +4.1% |
| 7D | +2.3% | +9.5% | -7.2% | +1.1% |
| 30D | -0.7% | +10.4% | -11.2% | -2.2% |
| 3M | +35.2% | +12.9% | +22.3% | +32.1% |
| 6M | +124.6% | +1.2% | +123.3% | +119.9% |
| YTD | +69.9% | +9.3% | +60.6% | +66.9% |
| 1Y | -2.6% | -18.0% | +15.4% | -6.5% |
| All | -2.6% | -17.5% | +14.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling