+23.2%
AMC vs MOS
-16.7%
+39.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +3.3% | -15.8% | -13.0% |
| 7D | 0.0% | +22.5% | -22.5% | -3.3% |
| 30D | +4.4% | +6.6% | -2.2% | +2.6% |
| 3M | +15.4% | -3.8% | +19.2% | +14.4% |
| 6M | +93.7% | -2.2% | +95.9% | +89.7% |
| YTD | +97.4% | -4.8% | +102.2% | +93.8% |
| 1Y | +23.2% | -11.7% | +34.9% | +23.9% |
| All | +23.2% | -16.7% | +39.9% | +23.9% |
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