-98.7%
AMC vs MOS
+8.6%
-107.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +2.6% | +21.6% | -19.0% | -4.7% |
| 30D | +9.0% | +12.0% | -2.9% | +4.0% |
| 3M | +22.2% | -3.9% | +26.1% | +22.2% |
| 6M | +91.5% | -3.3% | +94.8% | +90.4% |
| YTD | +101.3% | -4.6% | +105.9% | +96.5% |
| 1Y | +20.8% | -7.0% | +27.7% | +18.6% |
| 3Y | -71.3% | -24.4% | -46.9% | -70.9% |
| 5Y | -99.2% | -32.1% | -67.1% | -99.2% |
| All | -98.7% | +8.6% | -107.4% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling