-98.8%
AMC vs MOS
+8.5%
-107.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +3.3% | -15.8% | -13.7% |
| 7D | 0.0% | +22.5% | -22.5% | -7.3% |
| 30D | +4.4% | +6.6% | -2.2% | +1.3% |
| 3M | +15.4% | -3.8% | +19.2% | +15.3% |
| 6M | +93.7% | -2.2% | +95.9% | +91.8% |
| YTD | +97.4% | -4.8% | +102.2% | +92.9% |
| 1Y | +23.2% | -11.7% | +34.9% | +23.2% |
| 3Y | -71.3% | -26.5% | -44.8% | -70.6% |
| 5Y | -99.3% | -32.2% | -67.1% | -99.3% |
| All | -98.8% | +8.5% | -107.3% | -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